+17.2%
ARM vs MXL
+252.3%
-235.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.7% | +1.1% | -1.4% |
| 7D | -10.4% | -15.9% | +5.5% | -6.0% |
| 30D | -31.8% | -44.0% | +12.2% | -19.7% |
| 3M | -32.2% | -21.3% | -10.9% | -27.8% |
| 6M | -14.9% | -46.1% | +31.2% | -3.5% |
| YTD | +66.0% | +208.8% | -142.8% | +1.1% |
| 1Y | +17.2% | +255.5% | -238.3% | -32.0% |
| All | +17.2% | +252.3% | -235.1% | -32.0% |
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