+11.2%
MCD vs ARMK
+83.8%
-72.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -0.2% |
| 7D | +8.0% | -10.2% | +18.2% | +9.7% |
| 30D | +19.6% | -9.3% | +28.9% | +21.2% |
| 3M | +2.2% | -11.4% | +13.6% | +3.9% |
| 6M | -1.1% | +11.6% | -12.8% | -3.5% |
| YTD | -7.2% | +37.5% | -44.7% | -13.1% |
| 1Y | -6.7% | +34.9% | -41.6% | -12.3% |
| All | +11.2% | +83.8% | -72.6% | -0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling