+214.2%
ARM vs MDY
+48.1%
+166.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | +0.7% |
| 7D | +19.8% | +3.0% | +16.8% | +12.9% |
| 30D | -21.8% | +0.8% | -22.6% | -22.0% |
| 3M | -26.5% | -5.1% | -21.4% | -16.4% |
| 6M | -3.9% | +1.2% | -5.1% | -1.6% |
| YTD | +82.8% | +12.5% | +70.3% | +55.8% |
| 1Y | +34.3% | +13.8% | +20.6% | +11.7% |
| 3Y | +282.2% | +56.4% | +225.8% | +81.2% |
| All | +214.2% | +48.1% | +166.0% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling