+35.8%
ARM vs MDT
+12.9%
+22.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | 0.0% | +12.0% | +12.1% |
| 7D | +6.0% | -3.2% | +9.2% | +4.4% |
| 30D | -20.3% | +10.5% | -30.9% | -16.3% |
| 3M | -24.4% | +13.0% | -37.4% | -19.5% |
| 6M | -4.4% | +38.7% | -43.0% | +0.1% |
| YTD | +86.0% | +8.5% | +77.6% | +109.0% |
| 1Y | +35.8% | +10.0% | +25.8% | +55.1% |
| All | +35.8% | +12.9% | +22.9% | +55.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling