+311.3%
ARM vs MCO
+42.4%
+268.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.5% | +6.2% | +5.2% |
| 7D | +11.4% | -2.7% | +14.1% | +13.0% |
| 30D | -7.4% | +0.9% | -8.4% | -8.4% |
| 3M | -24.5% | +8.7% | -33.2% | -30.2% |
| 6M | +128.7% | +2.4% | +126.2% | +119.7% |
| YTD | +139.3% | -5.2% | +144.4% | +141.1% |
| 1Y | +88.0% | -4.4% | +92.3% | +86.9% |
| All | +311.3% | +42.4% | +268.9% | +201.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling