+131.6%
MDT vs ARMK
+350.8%
-219.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.4% |
| 7D | +3.2% | -2.4% | +5.6% | +3.9% |
| 30D | +9.5% | 0.0% | +9.5% | +9.4% |
| 3M | +16.0% | +6.7% | +9.3% | +13.7% |
| 6M | +0.2% | +38.8% | -38.6% | -8.8% |
| YTD | -0.3% | +55.2% | -55.5% | -12.2% |
| 1Y | +4.7% | +46.6% | -41.9% | -6.5% |
| 3Y | +26.5% | +112.9% | -86.4% | -0.1% |
| 5Y | -18.2% | +144.0% | -162.2% | -39.3% |
| 10Y | +40.0% | +132.4% | -92.4% | -2.3% |
| All | +131.6% | +350.8% | -219.2% | +46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling