-15.4%
MDLN vs ARMK
+54.0%
-69.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.4% | -6.6% | -5.3% |
| 7D | -1.2% | +1.7% | -2.9% | -1.3% |
| 30D | -1.5% | +3.1% | -4.7% | -1.6% |
| 3M | +2.6% | +9.2% | -6.6% | +2.5% |
| 6M | -20.9% | +43.7% | -64.5% | -21.5% |
| YTD | -17.4% | +57.4% | -74.8% | -12.7% |
| All | -15.4% | +54.0% | -69.4% | -11.5% |
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