+201.6%
ARM vs MP
+62.6%
+139.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -5.1% | -0.2% | -3.9% |
| 7D | -18.7% | -12.5% | -6.2% | -15.7% |
| 30D | -36.7% | -23.3% | -13.3% | -32.1% |
| 3M | -31.6% | -24.4% | -7.3% | -26.8% |
| 6M | -5.6% | -45.8% | +40.1% | +9.9% |
| YTD | +75.5% | -28.9% | +104.4% | +90.9% |
| 1Y | +19.3% | -34.6% | +53.9% | +31.1% |
| 3Y | +258.6% | +118.7% | +139.9% | +143.0% |
| All | +201.6% | +62.6% | +139.1% | +153.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling