+296.4%
ARM vs MDB
-0.9%
+297.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.1% | +8.0% | +5.1% |
| 7D | +5.5% | -17.4% | +22.9% | +11.1% |
| 30D | -8.2% | -2.0% | -6.2% | -8.7% |
| 3M | -35.9% | -3.0% | -32.9% | -36.3% |
| 6M | +103.1% | +48.7% | +54.4% | +73.5% |
| YTD | +130.6% | -12.1% | +142.8% | +129.6% |
| 1Y | +86.1% | +14.5% | +71.6% | +67.4% |
| All | +296.4% | -0.9% | +297.3% | +258.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling