+174.6%
ARM vs MKC
-33.9%
+208.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.3% | +8.1% | +3.7% |
| 7D | -15.2% | +2.3% | -17.6% | -14.5% |
| 30D | -40.7% | +8.1% | -48.8% | -39.1% |
| 3M | -39.1% | -6.4% | -32.7% | -39.6% |
| 6M | -26.4% | +1.8% | -28.2% | -24.9% |
| YTD | +59.7% | -26.9% | +86.6% | +57.6% |
| 1Y | +10.3% | -21.7% | +32.1% | +9.4% |
| 3Y | +228.9% | -18.7% | +247.6% | +211.0% |
| All | +174.6% | -33.9% | +208.5% | +172.5% |
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 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