+364.0%
MCHP vs ARMK
+350.8%
+13.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.8% |
| 7D | +1.7% | -2.4% | +4.1% | +2.7% |
| 30D | -4.1% | 0.0% | -4.1% | -4.4% |
| 3M | -22.5% | +6.7% | -29.2% | -25.0% |
| 6M | +7.3% | +38.8% | -31.5% | -7.8% |
| YTD | +18.4% | +55.2% | -36.8% | -3.2% |
| 1Y | +18.1% | +46.6% | -28.5% | -1.1% |
| 3Y | -2.8% | +112.9% | -115.7% | -30.7% |
| 5Y | +5.5% | +144.0% | -138.5% | -28.9% |
| 10Y | +185.8% | +132.4% | +53.4% | +91.3% |
| All | +364.0% | +350.8% | +13.2% | +178.2% |
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