+311.3%
ARM vs MPC
+168.5%
+142.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.5% | +3.2% |
| 7D | +11.4% | +3.9% | +7.5% | +10.4% |
| 30D | -7.4% | +33.8% | -41.2% | -14.1% |
| 3M | -24.5% | +49.9% | -74.3% | -32.0% |
| 6M | +128.7% | +80.9% | +47.7% | +90.2% |
| YTD | +139.3% | +147.4% | -8.2% | +74.1% |
| 1Y | +88.0% | +123.2% | -35.2% | +42.4% |
| All | +311.3% | +168.5% | +142.7% | +166.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling