+86.1%
ARM vs MXL
+316.6%
-230.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +5.5% | -1.6% | +2.4% |
| 7D | +5.5% | +1.6% | +3.8% | +4.9% |
| 30D | -8.2% | -7.0% | -1.2% | -7.0% |
| 3M | -35.9% | -33.4% | -2.5% | -30.8% |
| 6M | +103.1% | +260.2% | -157.0% | +21.4% |
| YTD | +130.6% | +260.0% | -129.3% | +36.3% |
| 1Y | +86.1% | +303.5% | -217.4% | +2.6% |
| All | +86.1% | +316.6% | -230.5% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 1y: compounded portfolio wealth divided by compounded MXL 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…
1y analysis · Full analysis span regression · 6 months rolling