+10.3%
ARM vs MCD
-6.8%
+17.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.5% | +5.3% | +4.5% |
| 7D | -15.2% | +7.1% | -22.3% | -11.8% |
| 30D | -40.7% | +19.8% | -60.4% | -35.0% |
| 3M | -39.1% | +0.8% | -39.9% | -37.5% |
| 6M | -26.4% | -1.3% | -25.1% | -23.6% |
| YTD | +59.7% | -7.8% | +67.5% | +68.6% |
| 1Y | +10.3% | -5.0% | +15.3% | +18.7% |
| All | +10.3% | -6.8% | +17.1% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling