-3.5%
MCD vs ARMK
+46.1%
-49.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.2% | -2.4% | +1.5% |
| 7D | +5.9% | +0.9% | +5.0% | +5.8% |
| 30D | +19.6% | -0.4% | +20.0% | +19.5% |
| 3M | +3.3% | -2.0% | +5.2% | +3.4% |
| 6M | +3.5% | +22.0% | -18.5% | +1.0% |
| YTD | -6.1% | +49.6% | -55.7% | -11.4% |
| All | -3.5% | +46.1% | -49.6% | -8.5% |
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