+128.3%
ARM vs MDLN
-0.9%
+129.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.2% | +8.9% | +4.0% |
| 7D | +11.4% | -1.2% | +12.6% | +11.4% |
| 30D | -7.4% | -1.5% | -5.9% | -7.3% |
| 3M | -24.5% | +2.6% | -27.1% | -24.9% |
| 6M | +128.7% | -20.9% | +149.5% | +129.8% |
| YTD | +139.3% | -17.4% | +156.7% | +143.5% |
| All | +128.3% | -0.9% | +129.1% | +133.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling