+34.8%
MXL vs ARWR
+25.7%
+9.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.9% | +10.4% | +8.4% |
| 7D | +19.0% | -3.2% | +22.2% | +20.0% |
| 30D | +4.5% | -6.5% | +10.9% | +6.4% |
| 3M | -1.5% | +12.7% | -14.2% | -5.5% |
| 6M | +348.6% | +36.2% | +312.4% | +302.6% |
| YTD | +310.3% | +24.5% | +285.8% | +276.6% |
| 1Y | +344.7% | +198.0% | +146.7% | +210.0% |
| 3Y | +211.2% | +176.4% | +34.8% | +93.7% |
| 5Y | +34.8% | +26.6% | +8.3% | +5.4% |
| All | +34.8% | +25.7% | +9.2% | +5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling