+27.5%
MDT vs ARMK
+125.3%
-97.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -2.2% |
| 7D | +0.4% | +1.7% | -1.3% | +0.1% |
| 30D | +6.0% | +3.1% | +2.9% | +5.3% |
| 3M | +15.5% | +9.2% | +6.3% | +13.4% |
| 6M | +3.4% | +43.7% | -40.3% | -4.1% |
| YTD | -2.2% | +57.4% | -59.5% | -11.1% |
| 1Y | +2.6% | +51.9% | -49.3% | -6.3% |
| 3Y | +27.5% | +125.4% | -97.9% | +7.2% |
| All | +27.5% | +125.3% | -97.8% | +7.2% |
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 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