+61.3%
MDT vs ARMK
+130.7%
-69.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | -3.2% | +2.8% | -6.0% | -4.0% |
| 30D | +10.5% | -1.8% | +12.3% | +10.7% |
| 3M | +13.0% | -10.9% | +23.8% | +16.0% |
| 6M | +38.7% | +21.2% | +17.4% | +30.5% |
| YTD | +8.5% | +47.0% | -38.5% | -3.4% |
| 1Y | +10.0% | +42.9% | -32.8% | -1.3% |
| 3Y | +58.6% | +95.0% | -36.4% | +28.2% |
| 5Y | -0.3% | +106.2% | -106.5% | -22.3% |
| 10Y | +61.3% | +131.6% | -70.4% | +17.2% |
| All | +61.3% | +130.7% | -69.5% | +17.2% |
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 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