+199.6%
ARM vs MCO
+50.4%
+149.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -5.0% | -4.8% |
| 7D | +9.1% | +0.5% | +8.6% | +8.9% |
| 30D | -19.9% | +9.8% | -29.8% | -24.1% |
| 3M | -31.6% | +4.3% | -35.9% | -33.7% |
| 6M | -13.9% | +16.5% | -30.3% | -23.6% |
| YTD | +74.3% | +0.1% | +74.2% | +70.0% |
| 1Y | +35.8% | +4.4% | +31.3% | +27.2% |
| 3Y | +268.6% | +51.6% | +217.0% | +145.0% |
| All | +199.6% | +50.4% | +149.3% | +112.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling