+303.5%
MXL vs ARWR
+208.4%
+95.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.6% |
| 7D | +1.6% | +1.7% | 0.0% | +1.2% |
| 30D | -7.0% | -0.7% | -6.3% | -6.9% |
| 3M | -33.4% | +14.9% | -48.3% | -35.6% |
| 6M | +260.2% | +32.6% | +227.5% | +229.6% |
| YTD | +260.0% | +30.0% | +229.9% | +230.0% |
| 1Y | +303.5% | +208.4% | +95.1% | +187.0% |
| All | +303.5% | +208.4% | +95.1% | +187.0% |
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 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