+25.2%
MCD vs ARMK
+106.4%
-81.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | +7.3% | -0.7% | +8.0% | +7.3% |
| 30D | +20.0% | -1.3% | +21.3% | +20.0% |
| 3M | +3.8% | -2.5% | +6.3% | +4.0% |
| 6M | +3.8% | +20.8% | -17.0% | -0.8% |
| YTD | -5.9% | +48.2% | -54.1% | -14.1% |
| 1Y | -3.2% | +45.7% | -49.0% | -11.5% |
| 3Y | +13.3% | +96.6% | -83.3% | -4.6% |
| 5Y | +25.2% | +106.6% | -81.3% | +3.3% |
| All | +25.2% | +106.4% | -81.2% | +3.3% |
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