+1,010.1%
MDB vs ARMK
+106.7%
+903.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.4% | -4.9% | -3.9% |
| 7D | -18.0% | +1.7% | -19.7% | -18.5% |
| 30D | -10.7% | +3.1% | -13.9% | -11.7% |
| 3M | +1.0% | +9.2% | -8.3% | -2.2% |
| 6M | +31.6% | +43.7% | -12.1% | +15.5% |
| YTD | -15.2% | +57.4% | -72.5% | -27.9% |
| 1Y | +10.1% | +51.9% | -41.7% | -5.4% |
| 3Y | -5.6% | +125.4% | -131.0% | -29.8% |
| 5Y | -24.5% | +149.1% | -173.6% | -44.6% |
| All | +1,010.1% | +106.7% | +903.3% | +775.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling