-12.1%
MXL vs ARWR
-36.3%
+24.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.7% | +10.6% | +11.2% |
| 7D | +5.5% | -19.9% | +25.4% | +11.8% |
| 30D | -32.6% | -18.7% | -13.9% | -28.9% |
| 3M | -13.1% | -44.7% | +31.5% | +1.7% |
| 6M | -41.4% | -36.5% | -4.9% | -34.5% |
| YTD | +243.9% | -25.7% | +269.6% | +262.3% |
| 1Y | +305.1% | +18.9% | +286.1% | +266.7% |
| 3Y | +260.1% | +83.1% | +177.0% | +150.0% |
| 5Y | -12.1% | -34.9% | +22.8% | -16.7% |
| All | -12.1% | -36.3% | +24.2% | -16.7% |
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