+523.0%
MCK vs ARMK
+351.9%
+171.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | -3.6% | +0.3% | -3.9% | -3.6% |
| 30D | +1.4% | +2.4% | -0.9% | +1.0% |
| 3M | +13.8% | +6.1% | +7.8% | +12.5% |
| 6M | -5.2% | +41.8% | -46.9% | -11.1% |
| YTD | +9.0% | +55.5% | -46.5% | +0.4% |
| 1Y | +26.9% | +49.6% | -22.7% | +17.6% |
| 3Y | +114.7% | +122.8% | -8.0% | +82.1% |
| 5Y | +347.1% | +151.0% | +196.1% | +264.5% |
| 10Y | +446.4% | +137.9% | +308.4% | +372.0% |
| All | +523.0% | +351.9% | +171.1% | +385.7% |
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 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