+311.3%
ARM vs MXL
+192.4%
+118.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.0% | -2.2% | +1.7% |
| 7D | +11.4% | +15.5% | -4.1% | +6.1% |
| 30D | -7.4% | -11.3% | +3.9% | -4.5% |
| 3M | -24.5% | -16.1% | -8.4% | -23.0% |
| 6M | +128.7% | +323.0% | -194.4% | +10.4% |
| YTD | +139.3% | +281.5% | -142.3% | +19.6% |
| 1Y | +88.0% | +319.3% | -231.3% | -11.5% |
| All | +311.3% | +192.4% | +118.8% | +98.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling