+29.7%
ARM vs MULL
+1,070.1%
-1,040.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | -0.1% | -1.9% |
| 7D | -10.4% | -32.2% | +21.9% | -1.9% |
| 30D | -31.8% | -55.4% | +23.5% | -17.0% |
| 3M | -32.2% | -41.3% | +9.0% | -23.9% |
| 6M | -14.9% | -44.9% | +30.0% | -11.8% |
| YTD | +66.0% | +192.4% | -126.4% | +1.1% |
| 1Y | +17.2% | +239.4% | -222.2% | -33.9% |
| All | +29.7% | +1,070.1% | -1,040.3% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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