+199.5%
MCHP vs ARMK
+146.1%
+53.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.2% | +0.5% | +2.3% |
| 7D | 0.0% | +3.1% | -3.1% | -1.3% |
| 30D | -6.0% | -2.8% | -3.2% | -4.9% |
| 3M | -19.7% | +7.6% | -27.3% | -22.6% |
| 6M | +14.0% | +47.9% | -33.9% | -5.2% |
| YTD | +18.4% | +60.0% | -41.6% | -5.1% |
| 1Y | +17.1% | +52.2% | -35.1% | -4.1% |
| 3Y | +0.7% | +131.4% | -130.7% | -31.4% |
| 5Y | +5.1% | +163.2% | -158.1% | -32.1% |
| All | +199.5% | +146.1% | +53.4% | +107.2% |
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 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