+316.4%
ARM vs MCK
+112.4%
+204.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.2% |
| 7D | +5.0% | -2.9% | +8.0% | +3.7% |
| 30D | -2.6% | +0.4% | -3.0% | -2.2% |
| 3M | -22.6% | +12.1% | -34.7% | -17.5% |
| 6M | +120.5% | -5.4% | +125.9% | +128.2% |
| YTD | +142.2% | +7.8% | +134.5% | +159.6% |
| 1Y | +71.2% | +22.9% | +48.2% | +94.0% |
| All | +316.4% | +112.4% | +204.0% | +704.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling