+86.1%
ARM vs MCO
+0.4%
+85.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.1% | +6.0% | +4.0% |
| 7D | +5.5% | -4.2% | +9.6% | +5.6% |
| 30D | -8.2% | +2.2% | -10.4% | -8.4% |
| 3M | -35.9% | +10.1% | -46.0% | -37.3% |
| 6M | +103.1% | +5.3% | +97.9% | +98.5% |
| YTD | +130.6% | -2.7% | +133.4% | +127.8% |
| 1Y | +86.1% | -0.4% | +86.5% | +88.1% |
| All | +86.1% | +0.4% | +85.7% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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