+219.8%
ARM vs MDB
-9.1%
+228.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +1.8% | +10.2% | +11.5% |
| 7D | +6.0% | +3.0% | +3.1% | +5.4% |
| 30D | -20.3% | -11.3% | -9.0% | -16.8% |
| 3M | -24.4% | -23.0% | -1.4% | -18.7% |
| 6M | -4.4% | +14.8% | -19.1% | -10.1% |
| YTD | +86.0% | -19.4% | +105.5% | +90.6% |
| 1Y | +35.8% | -9.0% | +44.8% | +32.2% |
| 3Y | +289.1% | -10.3% | +299.3% | +266.2% |
| All | +219.8% | -9.1% | +228.9% | +197.7% |
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