+174.6%
ARM vs MCD
+4.9%
+169.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.5% | +5.3% | +4.7% |
| 7D | -15.2% | +7.1% | -22.3% | -14.6% |
| 30D | -40.7% | +19.8% | -60.4% | -40.0% |
| 3M | -39.1% | +0.8% | -39.9% | -38.4% |
| 6M | -26.4% | -1.3% | -25.1% | -25.4% |
| YTD | +59.7% | -7.8% | +67.5% | +63.5% |
| 1Y | +10.3% | -5.0% | +15.3% | +12.3% |
| 3Y | +228.9% | +10.5% | +218.3% | +242.6% |
| All | +174.6% | +4.9% | +169.7% | +214.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 MCD 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