+286.5%
ARM vs MKC
-22.3%
+308.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.6% | -2.2% |
| 7D | +19.8% | -7.3% | +27.1% | +16.6% |
| 30D | -21.8% | +4.0% | -25.7% | -20.4% |
| 3M | -26.5% | -11.5% | -15.1% | -28.8% |
| 6M | -3.9% | +1.1% | -5.0% | -2.3% |
| YTD | +82.8% | -29.9% | +112.7% | +74.8% |
| 1Y | +34.3% | -27.0% | +61.3% | +29.4% |
| All | +286.5% | -22.3% | +308.8% | +280.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling