+261.2%
ARM vs MP
+117.4%
+143.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -5.1% | -0.2% | -4.0% |
| 7D | -18.7% | -12.5% | -6.2% | -15.7% |
| 30D | -36.7% | -23.3% | -13.3% | -32.2% |
| 3M | -31.6% | -24.4% | -7.3% | -26.9% |
| 6M | -5.6% | -45.8% | +40.1% | +9.4% |
| YTD | +75.5% | -28.9% | +104.4% | +90.7% |
| 1Y | +19.3% | -34.6% | +53.9% | +30.9% |
| All | +261.2% | +117.4% | +143.8% | +149.6% |
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