+19.3%
ARM vs MCK
+31.3%
-12.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +7.0% | -12.3% | -1.4% |
| 7D | -18.7% | +11.3% | -30.0% | -13.4% |
| 30D | -36.7% | +16.8% | -53.5% | -30.7% |
| 3M | -31.6% | +28.9% | -60.6% | -21.1% |
| 6M | -5.6% | +32.7% | -38.3% | +14.2% |
| YTD | +75.5% | +30.8% | +44.7% | +110.0% |
| 1Y | +19.3% | +27.6% | -8.2% | +41.4% |
| All | +19.3% | +31.3% | -12.0% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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