+130.6%
ARMK vs MDY
+165.3%
-34.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +2.7% | +2.3% | +0.4% | +0.2% |
| 30D | -1.5% | +2.0% | -3.5% | -3.5% |
| 3M | -11.6% | -5.6% | -5.9% | -5.9% |
| 6M | +6.7% | +1.3% | +5.5% | +4.9% |
| YTD | +47.4% | +12.3% | +35.1% | +29.2% |
| 1Y | +41.5% | +15.8% | +25.7% | +19.8% |
| 3Y | +95.5% | +56.5% | +39.0% | +15.0% |
| 5Y | +108.4% | +35.1% | +73.2% | +44.7% |
| All | +130.6% | +165.3% | -34.7% | -17.5% |
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