-17.3%
MCD vs ARMK
+47.4%
-64.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.4% |
| 7D | -2.8% | -2.4% | -0.4% | -2.5% |
| 30D | -6.0% | 0.0% | -6.0% | -6.1% |
| 3M | -5.6% | +6.7% | -12.2% | -6.4% |
| 6M | -21.9% | +38.8% | -60.7% | -25.1% |
| YTD | -14.7% | +55.2% | -69.9% | -20.3% |
| 1Y | -17.3% | +46.6% | -63.9% | -22.0% |
| All | -17.3% | +47.4% | -64.7% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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