+1,049.8%
MDB vs ARMK
+103.9%
+945.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.8% |
| 7D | -17.4% | -2.4% | -15.0% | -16.8% |
| 30D | -2.0% | 0.0% | -2.0% | -2.1% |
| 3M | -3.0% | +6.7% | -9.7% | -5.3% |
| 6M | +48.7% | +38.8% | +9.9% | +32.0% |
| YTD | -12.1% | +55.2% | -67.3% | -24.9% |
| 1Y | +14.5% | +46.6% | -32.1% | -0.4% |
| 3Y | -6.1% | +112.9% | -119.0% | -28.9% |
| 5Y | -27.3% | +144.0% | -171.3% | -46.3% |
| All | +1,049.8% | +103.9% | +945.9% | +811.3% |
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