+61.8%
MDT vs ARMK
+101.3%
-39.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.2% | -3.2% | +0.3% |
| 7D | +3.5% | +0.9% | +2.6% | +3.3% |
| 30D | +16.2% | -0.4% | +16.5% | +16.1% |
| 3M | +18.9% | -2.0% | +20.9% | +19.0% |
| 6M | +37.3% | +22.0% | +15.4% | +31.0% |
| YTD | +9.7% | +49.6% | -39.9% | +0.2% |
| 1Y | +15.2% | +46.4% | -31.2% | +5.5% |
| 3Y | +61.8% | +103.2% | -41.4% | +36.3% |
| All | +61.8% | +101.3% | -39.5% | +36.3% |
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 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