+120.0%
ARM vs MDLN
+4.5%
+115.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | +5.5% | +3.7% | +1.7% | +5.2% |
| 30D | -8.2% | -0.2% | -8.0% | -8.1% |
| 3M | -35.9% | +6.2% | -42.1% | -36.2% |
| 6M | +103.1% | -14.7% | +117.8% | +103.1% |
| YTD | +130.6% | -12.9% | +143.5% | +134.1% |
| All | +120.0% | +4.5% | +115.5% | +124.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 1y: compounded portfolio wealth divided by compounded MDLN 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…
1y analysis · Full analysis span regression · 6 months rolling