+311.3%
MCD vs ARMK
+299.4%
+11.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | +0.2% |
| 7D | +8.0% | -10.2% | +18.2% | +10.8% |
| 30D | +19.6% | -9.3% | +28.9% | +22.2% |
| 3M | +2.2% | -11.4% | +13.6% | +4.9% |
| 6M | -1.1% | +11.6% | -12.8% | -4.5% |
| YTD | -7.2% | +37.5% | -44.7% | -15.3% |
| 1Y | -6.7% | +34.9% | -41.6% | -14.4% |
| 3Y | +11.6% | +83.4% | -71.8% | -7.1% |
| 5Y | +22.6% | +87.9% | -65.2% | -0.5% |
| 10Y | +218.4% | +117.0% | +101.4% | +122.6% |
| All | +311.3% | +299.4% | +11.9% | +166.2% |
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