+14,779.5%
MU vs ARWR
-98.0%
+14,877.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.2% | +3.9% | +5.1% |
| 7D | -22.0% | -2.9% | -19.1% | -22.0% |
| 30D | -36.6% | -5.4% | -31.2% | -36.5% |
| 3M | -21.7% | -32.2% | +10.5% | -21.4% |
| 6M | +3.5% | -26.5% | +30.1% | +3.9% |
| YTD | +141.9% | -12.4% | +154.3% | +142.2% |
| 1Y | +189.8% | +46.9% | +143.0% | +188.6% |
| 3Y | +855.4% | +116.0% | +739.4% | +845.0% |
| 5Y | +869.2% | -28.0% | +897.1% | +865.5% |
| 10Y | +4,142.8% | +923.9% | +3,218.9% | +4,024.1% |
| All | +14,779.5% | -98.0% | +14,877.5% | +18,176.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling