+19.3%
ARM vs MXL
+276.5%
-257.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -11.1% | +5.9% | -1.9% |
| 7D | -18.7% | -24.3% | +5.6% | -11.7% |
| 30D | -36.7% | -46.1% | +9.4% | -24.5% |
| 3M | -31.6% | -21.8% | -9.8% | -27.1% |
| 6M | -5.6% | -27.2% | +21.6% | -0.6% |
| YTD | +75.5% | +226.2% | -150.7% | +5.9% |
| 1Y | +19.3% | +297.0% | -277.7% | -33.1% |
| All | +19.3% | +276.5% | -257.2% | -33.1% |
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