+74.4%
ARM vs MDLN
+14.2%
+60.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.2% | +3.4% | -1.6% |
| 7D | +19.8% | +0.6% | +19.3% | +19.9% |
| 30D | -21.8% | +12.0% | -33.8% | -21.2% |
| 3M | -26.5% | +12.6% | -39.1% | -26.1% |
| 6M | -3.9% | +3.7% | -7.6% | -2.2% |
| YTD | +82.8% | -4.8% | +87.6% | +86.8% |
| All | +74.4% | +14.2% | +60.1% | +79.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling