+162.2%
ARM vs MDB
-18.1%
+180.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -7.2% | -5.8% | -10.8% |
| 7D | -27.1% | -20.9% | -6.2% | -21.2% |
| 30D | -44.9% | -15.6% | -29.3% | -41.6% |
| 3M | -39.3% | -19.1% | -20.2% | -35.8% |
| 6M | -20.2% | +14.2% | -34.4% | -25.2% |
| YTD | +52.5% | -27.4% | +79.9% | +61.4% |
| 1Y | +4.1% | -13.0% | +17.1% | +2.4% |
| 3Y | +211.7% | -11.2% | +222.9% | +190.1% |
| All | +162.2% | -18.1% | +180.3% | +152.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling