+228.9%
ARM vs MKC
-18.6%
+247.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.3% | +8.1% | +3.5% |
| 7D | -15.2% | +2.3% | -17.6% | -14.3% |
| 30D | -40.7% | +8.1% | -48.8% | -38.7% |
| 3M | -39.1% | -6.4% | -32.7% | -39.8% |
| 6M | -26.4% | +1.8% | -28.2% | -24.6% |
| YTD | +59.7% | -26.9% | +86.6% | +55.3% |
| 1Y | +10.3% | -21.7% | +32.1% | +8.4% |
| 3Y | +228.9% | -18.7% | +247.6% | +212.5% |
| All | +228.9% | -18.6% | +247.4% | +212.5% |
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 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