+665.4%
MCO vs ARMK
+357.2%
+308.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -2.9% |
| 7D | -2.7% | +1.7% | -4.4% | -3.2% |
| 30D | +0.9% | +3.1% | -2.2% | -0.3% |
| 3M | +8.7% | +9.2% | -0.6% | +5.3% |
| 6M | +2.4% | +43.7% | -41.2% | -9.5% |
| YTD | -5.2% | +57.4% | -62.5% | -18.9% |
| 1Y | -4.4% | +51.9% | -56.2% | -17.4% |
| 3Y | +45.1% | +125.4% | -80.3% | +9.2% |
| 5Y | +31.5% | +149.1% | -117.6% | -5.2% |
| 10Y | +380.7% | +135.4% | +245.3% | +239.7% |
| All | +665.4% | +357.2% | +308.2% | +364.4% |
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