+24.8%
ARM vs MULL
+968.6%
-943.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +9.1% | -4.4% | +2.3% |
| 7D | -15.2% | -42.7% | +27.5% | -3.0% |
| 30D | -40.7% | -63.8% | +23.1% | -23.7% |
| 3M | -39.1% | -49.0% | +10.0% | -28.9% |
| 6M | -26.4% | -38.2% | +11.8% | -26.4% |
| YTD | +59.7% | +167.0% | -107.3% | -0.3% |
| 1Y | +10.3% | +247.7% | -237.4% | -38.6% |
| All | +24.8% | +968.6% | -943.8% | -62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling