+21.6%
MCD vs ARMK
+144.6%
-123.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.3% |
| 7D | -2.8% | -2.4% | -0.4% | -2.4% |
| 30D | -6.0% | 0.0% | -6.0% | -6.1% |
| 3M | -5.6% | +6.7% | -12.2% | -6.9% |
| 6M | -21.9% | +38.8% | -60.7% | -27.2% |
| YTD | -14.7% | +55.2% | -69.9% | -22.7% |
| 1Y | -17.3% | +46.6% | -63.9% | -24.1% |
| 3Y | -2.2% | +112.9% | -115.1% | -18.7% |
| All | +21.6% | +144.6% | -123.0% | -3.6% |
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