+80.2%
ARM vs MULL
+2,561.4%
-2,481.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +11.8% | -7.9% | +0.9% |
| 7D | +5.5% | +17.3% | -11.9% | +1.1% |
| 30D | -8.2% | +23.5% | -31.7% | -13.8% |
| 3M | -35.9% | -24.0% | -11.9% | -37.3% |
| 6M | +103.1% | +276.7% | -173.6% | +25.1% |
| YTD | +130.6% | +565.1% | -434.4% | +15.2% |
| 1Y | +86.1% | +2,802.6% | -2,716.5% | -46.2% |
| All | +80.2% | +2,561.4% | -2,481.2% | -56.3% |
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