+366.2%
MULL vs ARWR
+25.1%
+341.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.0% | +0.7% | +23.3% | +23.6% |
| 7D | -2.5% | -19.9% | +17.4% | +11.4% |
| 30D | -40.1% | -18.7% | -21.4% | -32.0% |
| 3M | -28.2% | -44.7% | +16.5% | +0.6% |
| 6M | -39.6% | -36.5% | -3.1% | -21.9% |
| YTD | +262.6% | -25.7% | +288.3% | +329.6% |
| 1Y | +366.2% | +18.9% | +347.3% | +378.9% |
| All | +366.2% | +25.1% | +341.1% | +378.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling