+162.2%
ARM vs MPC
+154.7%
+7.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -3.9% | -9.2% | -12.2% |
| 7D | -27.1% | -12.8% | -14.4% | -25.0% |
| 30D | -44.9% | -12.7% | -32.2% | -43.4% |
| 3M | -39.3% | +27.1% | -66.4% | -43.4% |
| 6M | -20.2% | +45.8% | -66.0% | -28.7% |
| YTD | +52.5% | +134.7% | -82.2% | +11.4% |
| 1Y | +4.1% | +106.0% | -102.0% | -19.8% |
| 3Y | +211.7% | +165.5% | +46.2% | +100.4% |
| All | +162.2% | +154.7% | +7.4% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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