+198.3%
MXL vs ARWR
+363.9%
-165.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -5.6% |
| 7D | +13.4% | -17.8% | +31.3% | +16.2% |
| 30D | -29.2% | -18.1% | -11.1% | -27.3% |
| 3M | -27.2% | -44.2% | +16.9% | -21.0% |
| 6M | -36.4% | -38.6% | +2.2% | -32.1% |
| YTD | +220.0% | -28.0% | +248.1% | +231.7% |
| 1Y | +304.8% | +16.1% | +288.6% | +288.9% |
| 3Y | +238.5% | +84.0% | +154.5% | +189.7% |
| 5Y | -18.8% | -35.4% | +16.6% | -22.8% |
| 10Y | +163.1% | +1,043.1% | -879.9% | +82.1% |
| All | +198.3% | +363.9% | -165.6% | +96.9% |
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