+211.7%
MCD vs ARMK
+123.7%
+88.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.5% | -5.0% | -1.6% |
| 7D | +7.1% | -2.6% | +9.8% | +7.7% |
| 30D | +19.8% | -5.2% | +25.0% | +21.0% |
| 3M | +0.8% | -6.5% | +7.3% | +2.1% |
| 6M | -1.3% | +15.3% | -16.6% | -5.5% |
| YTD | -7.8% | +43.6% | -51.3% | -16.8% |
| 1Y | -5.0% | +42.1% | -47.0% | -14.0% |
| 3Y | +10.5% | +94.0% | -83.5% | -9.4% |
| 5Y | +22.0% | +96.3% | -74.3% | -2.4% |
| All | +211.7% | +123.7% | +88.0% | +119.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling