+193.0%
ARM vs MKC
-34.6%
+227.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.1% | +7.8% | +6.4% |
| 7D | -5.3% | -1.9% | -3.4% | -5.7% |
| 30D | -30.0% | +8.0% | -38.0% | -28.2% |
| 3M | -34.1% | -8.6% | -25.4% | -35.1% |
| 6M | -12.6% | +1.1% | -13.7% | -11.1% |
| YTD | +70.4% | -27.7% | +98.1% | +67.7% |
| 1Y | +22.3% | -23.7% | +46.0% | +20.8% |
| 3Y | +261.2% | -19.4% | +280.6% | +240.2% |
| All | +193.0% | -34.6% | +227.6% | +189.8% |
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