+214.0%
ARM vs MPC
+163.4%
+50.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -3.9% | -9.2% | -12.3% |
| 7D | -27.1% | -12.8% | -14.4% | -25.1% |
| 30D | -44.9% | -12.7% | -32.2% | -43.5% |
| 3M | -39.3% | +27.1% | -66.4% | -43.2% |
| 6M | -20.2% | +45.8% | -66.0% | -28.3% |
| YTD | +52.5% | +134.7% | -82.2% | +12.5% |
| 1Y | +4.1% | +106.0% | -102.0% | -19.1% |
| All | +214.0% | +163.4% | +50.6% | +111.7% |
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