+199.6%
ARM vs MDT
+40.0%
+159.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.9% | -6.5% | -4.5% |
| 7D | +9.1% | +1.0% | +8.1% | +9.2% |
| 30D | -19.9% | +9.2% | -29.1% | -19.5% |
| 3M | -31.6% | +14.5% | -46.1% | -31.2% |
| 6M | -13.9% | +37.3% | -51.2% | -16.3% |
| YTD | +74.3% | +9.8% | +64.5% | +79.0% |
| 1Y | +35.8% | +10.5% | +25.3% | +39.1% |
| 3Y | +268.6% | +57.4% | +211.2% | +219.8% |
| All | +199.6% | +40.0% | +159.6% | +182.3% |
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