+311.3%
ARM vs MKC
-29.9%
+341.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.1% | +3.7% |
| 7D | +11.4% | -4.3% | +15.7% | +10.1% |
| 30D | -7.4% | -2.0% | -5.4% | -7.8% |
| 3M | -24.5% | +10.0% | -34.5% | -22.3% |
| 6M | +128.7% | -18.5% | +147.2% | +128.2% |
| YTD | +139.3% | -22.4% | +161.7% | +138.1% |
| 1Y | +88.0% | -23.6% | +111.6% | +87.6% |
| All | +311.3% | -29.9% | +341.1% | +311.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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