+86.1%
ARM vs MCK
+32.0%
+54.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.5% | +5.4% | +3.2% |
| 7D | +5.5% | +1.7% | +3.7% | +6.4% |
| 30D | -8.2% | +3.6% | -11.8% | -6.3% |
| 3M | -35.9% | +20.1% | -56.0% | -29.7% |
| 6M | +103.1% | -7.0% | +110.1% | +126.3% |
| YTD | +130.6% | +11.0% | +119.6% | +151.2% |
| 1Y | +86.1% | +31.8% | +54.2% | +109.1% |
| All | +86.1% | +32.0% | +54.1% | +109.1% |
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