+193.0%
ARM vs MXL
+145.9%
+47.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +13.7% | -7.0% | +1.8% |
| 7D | -5.3% | -8.8% | +3.5% | -2.7% |
| 30D | -30.0% | -41.9% | +11.8% | -16.3% |
| 3M | -34.1% | -25.4% | -8.6% | -28.5% |
| 6M | -12.6% | -44.0% | +31.3% | -0.3% |
| YTD | +70.4% | +220.8% | -150.3% | -10.4% |
| 1Y | +22.3% | +278.8% | -256.5% | -40.5% |
| 3Y | +261.2% | +249.4% | +11.7% | +55.2% |
| All | +193.0% | +145.9% | +47.1% | +48.9% |
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