+315.5%
ARM vs MCK
+114.9%
+200.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.2% |
| 7D | +12.5% | -3.6% | +16.1% | +10.7% |
| 30D | -1.4% | +1.4% | -2.8% | -0.4% |
| 3M | -18.7% | +13.8% | -32.5% | -12.6% |
| 6M | +124.6% | -5.2% | +129.8% | +133.3% |
| YTD | +141.7% | +9.0% | +132.7% | +160.5% |
| 1Y | +87.7% | +26.9% | +60.8% | +115.7% |
| All | +315.5% | +114.9% | +200.6% | +707.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling