+5,731.6%
MU vs ARWR
+1,081.9%
+4,649.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -4.1% | -4.0% | 0.0% | -3.3% |
| 30D | +7.0% | -5.0% | +12.1% | +8.0% |
| 3M | -2.1% | +11.3% | -13.4% | -4.5% |
| 6M | +133.1% | +42.6% | +90.5% | +116.6% |
| YTD | +241.9% | +24.8% | +217.1% | +225.4% |
| 1Y | +548.8% | +178.8% | +370.0% | +429.1% |
| 3Y | +1,308.2% | +183.3% | +1,124.9% | +966.5% |
| 5Y | +1,260.7% | +29.5% | +1,231.2% | +1,020.9% |
| All | +5,731.6% | +1,081.9% | +4,649.8% | +3,178.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ARWR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling