+296.4%
ARM vs MP
+146.9%
+149.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.4% | +2.5% | +3.6% |
| 7D | +5.5% | -2.9% | +8.3% | +6.2% |
| 30D | -8.2% | +13.8% | -22.0% | -11.6% |
| 3M | -35.9% | -16.7% | -19.2% | -33.3% |
| 6M | +103.1% | -11.5% | +114.6% | +107.8% |
| YTD | +130.6% | +7.9% | +122.7% | +125.0% |
| 1Y | +86.1% | -15.0% | +101.1% | +85.9% |
| All | +296.4% | +146.9% | +149.6% | +198.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling