+193.0%
ARM vs MDT
+39.9%
+153.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.0% | +5.7% | +6.8% |
| 7D | -5.3% | +3.5% | -8.9% | -5.1% |
| 30D | -30.0% | +16.2% | -46.2% | -29.6% |
| 3M | -34.1% | +18.9% | -53.0% | -33.9% |
| 6M | -12.6% | +37.3% | -50.0% | -15.1% |
| YTD | +70.4% | +9.7% | +60.7% | +75.0% |
| 1Y | +22.3% | +15.2% | +7.1% | +24.0% |
| 3Y | +261.2% | +61.8% | +199.4% | +206.8% |
| All | +193.0% | +39.9% | +153.1% | +176.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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