+199.6%
ARM vs MKC
-35.9%
+235.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.2% | -5.8% | -4.3% |
| 7D | +9.1% | -3.0% | +12.1% | +8.1% |
| 30D | -19.9% | +4.8% | -24.8% | -18.6% |
| 3M | -31.6% | -12.8% | -18.8% | -33.5% |
| 6M | -13.9% | +5.0% | -18.9% | -12.2% |
| YTD | +74.3% | -29.1% | +103.4% | +70.5% |
| 1Y | +35.8% | -26.4% | +62.2% | +33.3% |
| 3Y | +268.6% | -21.6% | +290.2% | +246.3% |
| All | +199.6% | -35.9% | +235.5% | +194.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling