+185.4%
ARM vs MKC
-36.2%
+221.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.2% | -3.3% |
| 7D | -10.4% | -2.4% | -7.9% | -10.9% |
| 30D | -31.8% | +5.4% | -37.2% | -30.6% |
| 3M | -32.2% | -11.1% | -21.1% | -33.8% |
| 6M | -14.9% | -1.4% | -13.5% | -14.1% |
| YTD | +66.0% | -29.4% | +95.5% | +62.1% |
| 1Y | +17.2% | -24.7% | +41.9% | +15.0% |
| 3Y | +247.2% | -21.8% | +269.0% | +225.3% |
| All | +185.4% | -36.2% | +221.6% | +180.2% |
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