+174.6%
ARM vs MP
+60.3%
+114.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.9% | -0.2% | +3.4% |
| 7D | -15.2% | -10.5% | -4.7% | -12.5% |
| 30D | -40.7% | -23.5% | -17.1% | -36.2% |
| 3M | -39.1% | -25.4% | -13.7% | -34.4% |
| 6M | -26.4% | -51.3% | +24.8% | -12.3% |
| YTD | +59.7% | -29.9% | +89.7% | +74.8% |
| 1Y | +10.3% | -31.8% | +42.2% | +20.6% |
| 3Y | +228.9% | +127.0% | +101.9% | +118.8% |
| All | +174.6% | +60.3% | +114.3% | +132.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 10y: compounded portfolio wealth divided by compounded MP 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…
10y analysis · Full analysis span regression · 6 months rolling