+214.0%
ARM vs MCD
+11.5%
+202.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -0.8% | -12.3% | -13.2% |
| 7D | -27.1% | +8.0% | -35.2% | -26.3% |
| 30D | -44.9% | +19.6% | -64.5% | -43.8% |
| 3M | -39.3% | +2.2% | -41.5% | -38.5% |
| 6M | -20.2% | -1.1% | -19.0% | -18.9% |
| YTD | +52.5% | -7.2% | +59.8% | +56.0% |
| 1Y | +4.1% | -6.7% | +10.8% | +6.4% |
| All | +214.0% | +11.5% | +202.4% | +238.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling