+278.2%
MCD vs ARMK
+350.8%
-72.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.3% |
| 7D | -2.8% | -2.4% | -0.4% | -2.2% |
| 30D | -6.0% | 0.0% | -6.0% | -6.2% |
| 3M | -5.6% | +6.7% | -12.2% | -7.3% |
| 6M | -21.9% | +38.8% | -60.7% | -28.4% |
| YTD | -14.7% | +55.2% | -69.9% | -24.2% |
| 1Y | -17.3% | +46.6% | -63.9% | -25.5% |
| 3Y | -2.2% | +112.9% | -115.1% | -21.4% |
| 5Y | +20.3% | +144.0% | -123.7% | -8.7% |
| 10Y | +180.7% | +132.4% | +48.3% | +93.3% |
| All | +278.2% | +350.8% | -72.6% | +138.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling