+193.0%
ARM vs MDB
-12.0%
+205.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.6% | +2.0% | +5.2% |
| 7D | -5.3% | -0.9% | -4.4% | -4.7% |
| 30D | -30.0% | -15.2% | -14.9% | -25.9% |
| 3M | -34.1% | -17.9% | -16.2% | -30.5% |
| 6M | -12.6% | +9.3% | -22.0% | -16.6% |
| YTD | +70.4% | -22.0% | +92.4% | +76.4% |
| 1Y | +22.3% | -9.3% | +31.6% | +19.0% |
| 3Y | +261.2% | -10.4% | +271.6% | +238.4% |
| All | +193.0% | -12.0% | +205.0% | +175.5% |
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