+193.0%
ARM vs MPC
+163.2%
+29.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.6% | +2.1% | +5.7% |
| 7D | -5.3% | -9.4% | +4.1% | -3.3% |
| 30D | -30.0% | -14.3% | -15.7% | -27.9% |
| 3M | -34.1% | +31.1% | -65.2% | -39.0% |
| 6M | -12.6% | +60.3% | -72.9% | -23.8% |
| YTD | +70.4% | +142.5% | -72.1% | +23.6% |
| 1Y | +22.3% | +104.6% | -82.3% | -4.8% |
| 3Y | +261.2% | +191.7% | +69.5% | +124.2% |
| All | +193.0% | +163.2% | +29.8% | +89.0% |
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