-20.2%
ARM vs MCD
-0.9%
-19.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -0.8% | -12.3% | -13.7% |
| 7D | -27.1% | +8.0% | -35.2% | -22.1% |
| 30D | -44.9% | +19.6% | -64.5% | -36.1% |
| 3M | -39.3% | +2.2% | -41.5% | -37.1% |
| 6M | -20.2% | -1.1% | -19.0% | -14.4% |
| All | -20.2% | -0.9% | -19.3% | -14.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling