+136.1%
MCHP vs ARMK
+131.1%
+5.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.2% |
| 7D | -4.3% | +7.1% | -11.4% | -7.4% |
| 30D | -16.3% | -1.6% | -14.6% | -15.6% |
| 3M | -21.4% | -10.5% | -10.8% | -17.4% |
| 6M | -35.8% | +11.8% | -47.5% | -39.3% |
| YTD | -0.9% | +47.3% | -48.2% | -17.5% |
| 1Y | +14.5% | +41.5% | -27.0% | -3.0% |
| 3Y | -13.7% | +95.3% | -109.0% | -36.7% |
| 5Y | -16.9% | +108.1% | -125.1% | -41.0% |
| All | +136.1% | +131.1% | +5.0% | +68.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling