+235.5%
MXL vs ARWR
+738.3%
-502.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.6% |
| 7D | +1.6% | +1.7% | 0.0% | +1.4% |
| 30D | -7.0% | -0.7% | -6.3% | -6.9% |
| 3M | -33.4% | +14.9% | -48.3% | -34.9% |
| 6M | +260.2% | +32.6% | +227.5% | +243.0% |
| YTD | +260.0% | +30.0% | +229.9% | +243.3% |
| 1Y | +303.5% | +208.4% | +95.1% | +236.6% |
| 3Y | +160.4% | +208.8% | -48.4% | +106.7% |
| 5Y | +14.7% | +27.8% | -13.1% | -0.8% |
| 10Y | +215.6% | +1,107.6% | -892.0% | +106.9% |
| All | +235.5% | +738.3% | -502.7% | +103.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling