+875.5%
MDB vs ARMK
+88.6%
+786.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.5% | -1.7% | +1.1% |
| 7D | -11.4% | -2.6% | -8.7% | -10.5% |
| 30D | -13.8% | -5.2% | -8.6% | -12.0% |
| 3M | -15.5% | -6.5% | -8.9% | -13.4% |
| 6M | +17.9% | +15.3% | +2.7% | +12.1% |
| YTD | -25.5% | +43.6% | -69.1% | -34.5% |
| 1Y | -12.1% | +42.1% | -54.1% | -22.5% |
| 3Y | -5.9% | +94.0% | -99.9% | -26.2% |
| 5Y | -43.7% | +96.3% | -139.9% | -56.0% |
| All | +875.5% | +88.6% | +786.8% | +695.2% |
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 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