+43.1%
MCO vs ARMK
+121.1%
-78.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.0% |
| 7D | -3.1% | +0.3% | -3.5% | -3.3% |
| 30D | -0.5% | +2.4% | -2.9% | -1.6% |
| 3M | +5.7% | +6.1% | -0.4% | +3.2% |
| 6M | +3.0% | +41.8% | -38.7% | -10.1% |
| YTD | -6.5% | +55.5% | -62.0% | -21.8% |
| 1Y | -5.8% | +49.6% | -55.3% | -20.1% |
| All | +43.1% | +121.1% | -78.0% | +2.2% |
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 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