+174.6%
ARM vs MPC
+151.6%
+23.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.2% | +6.0% | +5.0% |
| 7D | -15.2% | -16.2% | +1.0% | -12.0% |
| 30D | -40.7% | -15.7% | -25.0% | -38.7% |
| 3M | -39.1% | +24.9% | -64.0% | -43.0% |
| 6M | -26.4% | +52.7% | -79.1% | -35.1% |
| YTD | +59.7% | +131.9% | -72.1% | +17.0% |
| 1Y | +10.3% | +96.6% | -86.3% | -13.5% |
| 3Y | +228.9% | +163.8% | +65.1% | +111.2% |
| All | +174.6% | +151.6% | +23.0% | +78.9% |
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