-7.7%
MDB vs ARMK
+41.1%
-48.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.2% | +2.1% | -0.3% |
| 7D | -16.5% | -5.8% | -10.7% | -14.3% |
| 30D | -8.6% | -5.3% | -3.3% | -6.3% |
| 3M | -13.6% | -6.7% | -6.9% | -11.2% |
| 6M | +24.1% | +17.4% | +6.7% | +16.5% |
| YTD | -21.8% | +43.0% | -64.8% | -33.8% |
| 1Y | -7.7% | +40.3% | -48.0% | -21.7% |
| All | -7.7% | +41.1% | -48.8% | -21.7% |
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 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