+42.8%
ARM vs MULL
+1,303.2%
-1,260.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -0.9% |
| 7D | +19.8% | +43.3% | -23.5% | +8.4% |
| 30D | -21.8% | -37.4% | +15.7% | -13.1% |
| 3M | -26.5% | -36.8% | +10.3% | -19.3% |
| 6M | -3.9% | -36.9% | +32.9% | -4.1% |
| YTD | +82.8% | +250.7% | -167.9% | +5.7% |
| 1Y | +34.3% | +337.6% | -303.3% | -29.6% |
| All | +42.8% | +1,303.2% | -1,260.4% | -59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling