+268.6%
ARM vs MDT
+57.0%
+211.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.9% | -6.5% | -4.4% |
| 7D | +9.1% | +1.0% | +8.1% | +9.3% |
| 30D | -19.9% | +9.2% | -29.1% | -19.2% |
| 3M | -31.6% | +14.5% | -46.1% | -30.7% |
| 6M | -13.9% | +37.3% | -51.2% | -15.0% |
| YTD | +74.3% | +9.8% | +64.5% | +80.1% |
| 1Y | +35.8% | +10.5% | +25.3% | +40.1% |
| 3Y | +268.6% | +57.4% | +211.2% | +268.7% |
| All | +268.6% | +57.0% | +211.6% | +268.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling