+136.8%
ARMK vs MDY
+175.0%
-38.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | +0.7% |
| 7D | -0.9% | -2.5% | +1.6% | +1.8% |
| 30D | -5.9% | -5.0% | -0.9% | -0.6% |
| 3M | +6.7% | +0.5% | +6.2% | +5.9% |
| 6M | +42.5% | +8.0% | +34.5% | +30.5% |
| YTD | +55.1% | +12.2% | +43.0% | +36.2% |
| 1Y | +50.3% | +14.0% | +36.3% | +29.3% |
| 3Y | +122.2% | +48.2% | +74.0% | +39.5% |
| 5Y | +155.2% | +46.1% | +109.1% | +61.5% |
| All | +136.8% | +175.0% | -38.1% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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