+110.7%
MCK vs ARMK
+127.5%
-16.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -0.2% |
| 7D | -2.9% | +3.1% | -6.0% | -3.2% |
| 30D | +0.4% | -2.8% | +3.2% | +0.7% |
| 3M | +12.1% | +7.6% | +4.5% | +11.4% |
| 6M | -5.4% | +47.9% | -53.3% | -8.4% |
| YTD | +7.8% | +60.0% | -52.2% | +4.0% |
| 1Y | +22.9% | +52.2% | -29.3% | +19.0% |
| 3Y | +110.7% | +131.4% | -20.7% | +101.7% |
| All | +110.7% | +127.5% | -16.8% | +101.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling