-13.9%
ARM vs MCK
+51.9%
-65.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.4% | -7.0% | -1.8% |
| 7D | +9.1% | +4.0% | +5.2% | +14.4% |
| 30D | -19.9% | +12.9% | -32.9% | -6.9% |
| 3M | -31.6% | +28.9% | -60.5% | -6.7% |
| 6M | -13.9% | +49.9% | -63.8% | +79.8% |
| All | -13.9% | +51.9% | -65.7% | +79.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling