+285.9%
MCHP vs ARMK
+328.3%
-42.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.8% | -0.7% |
| 7D | +5.7% | +2.7% | +3.0% | +4.5% |
| 30D | -13.4% | -1.5% | -12.0% | -12.8% |
| 3M | -20.1% | -11.6% | -8.6% | -15.8% |
| 6M | -35.5% | +6.7% | -42.3% | -37.7% |
| YTD | -1.6% | +47.4% | -49.0% | -17.6% |
| 1Y | +15.5% | +41.5% | -26.0% | -1.7% |
| 3Y | -13.2% | +95.5% | -108.7% | -35.8% |
| 5Y | -17.5% | +108.4% | -125.8% | -40.7% |
| 10Y | +136.0% | +132.3% | +3.7% | +59.0% |
| All | +285.9% | +328.3% | -42.4% | +136.6% |
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