+22.7%
MCD vs ARMK
+96.3%
-73.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.5% | -5.0% | -1.4% |
| 7D | +7.1% | -2.6% | +9.8% | +7.6% |
| 30D | +19.8% | -5.2% | +25.0% | +20.8% |
| 3M | +0.8% | -6.5% | +7.3% | +1.8% |
| 6M | -1.3% | +15.3% | -16.6% | -4.8% |
| YTD | -7.8% | +43.6% | -51.3% | -15.3% |
| 1Y | -5.0% | +42.1% | -47.0% | -12.6% |
| 3Y | +10.5% | +94.0% | -83.5% | -6.7% |
| All | +22.7% | +96.3% | -73.6% | +2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling