+163.7%
MXL vs ARWR
+1,024.2%
-860.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -5.7% |
| 7D | +13.4% | -17.8% | +31.3% | +17.3% |
| 30D | -29.2% | -18.1% | -11.1% | -26.5% |
| 3M | -27.2% | -44.2% | +16.9% | -18.3% |
| 6M | -36.4% | -38.6% | +2.2% | -30.4% |
| YTD | +220.0% | -28.0% | +248.1% | +235.9% |
| 1Y | +304.8% | +16.1% | +288.6% | +281.0% |
| 3Y | +238.5% | +84.0% | +154.5% | +168.2% |
| 5Y | -18.8% | -35.4% | +16.6% | -25.1% |
| All | +163.7% | +1,024.2% | -860.5% | +68.0% |
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 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