+20.3%
ARM vs MXL
+265.9%
-245.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +13.7% | -7.0% | +2.4% |
| 7D | -5.3% | -8.8% | +3.5% | -3.1% |
| 30D | -30.0% | -41.9% | +11.8% | -18.6% |
| 3M | -34.1% | -25.4% | -8.6% | -28.9% |
| 6M | -12.6% | -44.0% | +31.3% | -2.1% |
| YTD | +70.4% | +220.8% | -150.3% | +2.5% |
| All | +20.3% | +265.9% | -245.6% | -31.1% |
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