-9.1%
MCO vs ARMK
+49.8%
-58.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.3% | -1.5% |
| 7D | -7.3% | -0.9% | -6.4% | -7.2% |
| 30D | -1.7% | -5.9% | +4.2% | -0.8% |
| 3M | +3.9% | +6.7% | -2.8% | +2.5% |
| 6M | +3.8% | +42.5% | -38.7% | -4.6% |
| YTD | -7.9% | +55.1% | -63.0% | -18.7% |
| All | -9.1% | +49.8% | -58.9% | -18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling