+185.4%
ARM vs MDT
+38.3%
+147.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.7% |
| 7D | -10.4% | +2.7% | -13.1% | -10.2% |
| 30D | -31.8% | +14.8% | -46.7% | -31.5% |
| 3M | -32.2% | +14.6% | -46.8% | -32.0% |
| 6M | -14.9% | +35.7% | -50.6% | -17.4% |
| YTD | +66.0% | +8.5% | +57.6% | +70.3% |
| 1Y | +17.2% | +13.3% | +3.9% | +18.9% |
| 3Y | +247.2% | +58.6% | +188.6% | +196.7% |
| All | +185.4% | +38.3% | +147.2% | +168.6% |
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