+296.4%
ARM vs MLM
+19.8%
+276.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.1% | +2.8% | +3.1% |
| 7D | +5.5% | -2.9% | +8.4% | +7.6% |
| 30D | -8.2% | -6.8% | -1.4% | -3.7% |
| 3M | -35.9% | -11.2% | -24.7% | -31.4% |
| 6M | +103.1% | -21.8% | +125.0% | +141.8% |
| YTD | +130.6% | -17.0% | +147.6% | +158.1% |
| 1Y | +86.1% | -16.4% | +102.4% | +104.8% |
| All | +296.4% | +19.8% | +276.7% | +219.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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