+19.3%
ARM vs MCO
+9.9%
+9.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.9% | -10.2% | -4.8% |
| 7D | -18.7% | +10.7% | -29.4% | -18.0% |
| 30D | -36.7% | +17.9% | -54.6% | -36.0% |
| 3M | -31.6% | +9.5% | -41.1% | -31.0% |
| 6M | -5.6% | +18.1% | -23.7% | -6.6% |
| YTD | +75.5% | +4.1% | +71.4% | +70.8% |
| 1Y | +19.3% | +9.3% | +10.0% | +19.9% |
| All | +19.3% | +9.9% | +9.4% | +19.9% |
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