+40.6%
MDT vs ARMK
+134.7%
-94.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.2% |
| 7D | -0.3% | +0.3% | -0.6% | -0.4% |
| 30D | +2.8% | +2.4% | +0.4% | +2.0% |
| 3M | +13.1% | +6.1% | +7.0% | +11.1% |
| 6M | +2.3% | +41.8% | -39.4% | -7.3% |
| YTD | -2.7% | +55.5% | -58.2% | -14.3% |
| 1Y | +0.9% | +49.6% | -48.7% | -10.4% |
| 3Y | +26.8% | +122.8% | -95.9% | -0.9% |
| 5Y | -19.5% | +151.0% | -170.5% | -40.5% |
| 10Y | +40.6% | +137.9% | -97.4% | +1.4% |
| All | +40.6% | +134.7% | -94.2% | +1.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling