-6.4%
MDB vs ARMK
+114.7%
-121.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.7% |
| 7D | -17.4% | -2.4% | -15.0% | -16.6% |
| 30D | -2.0% | 0.0% | -2.0% | -2.1% |
| 3M | -3.0% | +6.7% | -9.7% | -5.9% |
| 6M | +48.7% | +38.8% | +9.9% | +27.6% |
| YTD | -12.1% | +55.2% | -67.3% | -28.2% |
| 1Y | +14.5% | +46.6% | -32.1% | -4.4% |
| All | -6.4% | +114.7% | -121.1% | -35.2% |
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