+20.3%
ARM vs MKC
-23.7%
+44.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.1% | +7.8% | +6.0% |
| 7D | -5.3% | -1.9% | -3.4% | -6.1% |
| 30D | -30.0% | +8.0% | -38.0% | -26.1% |
| 3M | -34.1% | -8.6% | -25.4% | -36.6% |
| 6M | -12.6% | +1.1% | -13.7% | -8.9% |
| YTD | +70.4% | -27.7% | +98.1% | +53.0% |
| All | +20.3% | -23.7% | +44.0% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling