-24.7%
MDB vs ARMK
+144.6%
-169.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.5% |
| 7D | -17.4% | -2.4% | -15.0% | -16.2% |
| 30D | -2.0% | 0.0% | -2.0% | -2.3% |
| 3M | -3.0% | +6.7% | -9.7% | -7.6% |
| 6M | +48.7% | +38.8% | +9.9% | +16.8% |
| YTD | -12.1% | +55.2% | -67.3% | -36.3% |
| 1Y | +14.5% | +46.6% | -32.1% | -14.1% |
| 3Y | -6.1% | +112.9% | -119.0% | -51.1% |
| All | -24.7% | +144.6% | -169.3% | -65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling