+162.2%
ARM vs MCD
+5.5%
+156.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -0.8% | -12.3% | -13.1% |
| 7D | -27.1% | +8.0% | -35.2% | -26.6% |
| 30D | -44.9% | +19.6% | -64.5% | -44.2% |
| 3M | -39.3% | +2.2% | -41.5% | -38.6% |
| 6M | -20.2% | -1.1% | -19.0% | -18.9% |
| YTD | +52.5% | -7.2% | +59.8% | +56.2% |
| 1Y | +4.1% | -6.7% | +10.8% | +6.4% |
| 3Y | +211.7% | +11.6% | +200.1% | +224.0% |
| All | +162.2% | +5.5% | +156.7% | +200.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling