+174.6%
ARM vs MDT
+38.5%
+136.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.9% | +7.6% | +4.5% |
| 7D | -15.2% | +5.4% | -20.7% | -14.9% |
| 30D | -40.7% | +19.1% | -59.7% | -40.4% |
| 3M | -39.1% | +19.5% | -58.5% | -39.1% |
| 6M | -26.4% | +33.5% | -59.9% | -28.2% |
| YTD | +59.7% | +8.7% | +51.1% | +63.9% |
| 1Y | +10.3% | +16.8% | -6.4% | +11.1% |
| 3Y | +228.9% | +53.0% | +175.9% | +188.7% |
| All | +174.6% | +38.5% | +136.1% | +158.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling