+296.4%
ARM vs MCD
-3.0%
+299.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.5% | +5.4% | +3.9% |
| 7D | +5.5% | -2.8% | +8.3% | +5.4% |
| 30D | -8.2% | -6.0% | -2.2% | -8.1% |
| 3M | -35.9% | -5.6% | -30.3% | -35.9% |
| 6M | +103.1% | -21.9% | +125.0% | +108.0% |
| YTD | +130.6% | -14.7% | +145.3% | +133.9% |
| 1Y | +86.1% | -17.3% | +103.3% | +89.8% |
| All | +296.4% | -3.0% | +299.4% | +350.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling