+296.4%
ARM vs MPC
+162.6%
+133.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.8% |
| 7D | +5.5% | +5.4% | 0.0% | +4.1% |
| 30D | -8.2% | +31.0% | -39.2% | -14.4% |
| 3M | -35.9% | +46.0% | -82.0% | -41.9% |
| 6M | +103.1% | +77.3% | +25.8% | +69.6% |
| YTD | +130.6% | +141.9% | -11.3% | +68.7% |
| 1Y | +86.1% | +120.9% | -34.8% | +40.9% |
| All | +296.4% | +162.6% | +133.9% | +157.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling