+185.4%
ARM vs MDB
-10.8%
+196.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -3.0% |
| 7D | -10.4% | -1.0% | -9.4% | -9.8% |
| 30D | -31.8% | -14.0% | -17.9% | -28.2% |
| 3M | -32.2% | -20.3% | -11.9% | -27.9% |
| 6M | -14.9% | +10.9% | -25.8% | -19.1% |
| YTD | +66.0% | -20.9% | +86.9% | +71.0% |
| 1Y | +17.2% | -11.2% | +28.4% | +15.0% |
| 3Y | +247.2% | -11.9% | +259.1% | +228.6% |
| All | +185.4% | -10.8% | +196.2% | +167.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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