-26.4%
ARM vs MDLN
-7.9%
-18.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.3% | +5.0% | +4.7% |
| 7D | -15.2% | +23.4% | -38.6% | -14.6% |
| 30D | -40.7% | +11.8% | -52.5% | -39.9% |
| 3M | -39.1% | +14.9% | -54.0% | -38.5% |
| 6M | -26.4% | -5.6% | -20.8% | -16.4% |
| All | -26.4% | -7.9% | -18.5% | -16.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling