+228.9%
ARM vs MXL
+188.6%
+40.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +11.0% | -6.3% | +0.8% |
| 7D | -15.2% | -27.1% | +11.9% | -5.5% |
| 30D | -40.7% | -54.2% | +13.5% | -22.5% |
| 3M | -39.1% | -29.9% | -9.1% | -32.2% |
| 6M | -26.4% | -39.5% | +13.0% | -18.6% |
| YTD | +59.7% | +182.2% | -122.4% | -13.8% |
| 1Y | +10.3% | +231.8% | -221.5% | -45.0% |
| 3Y | +228.9% | +195.9% | +32.9% | +24.9% |
| All | +228.9% | +188.6% | +40.2% | +24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling