+198.0%
MET vs ARMK
+125.8%
+72.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | +1.8% | -0.7% | +2.5% | +1.9% |
| 30D | +4.8% | -1.3% | +6.1% | +5.0% |
| 3M | +6.2% | -2.5% | +8.7% | +6.5% |
| 6M | +33.8% | +20.8% | +13.0% | +23.1% |
| YTD | +33.3% | +48.2% | -14.9% | +12.9% |
| 1Y | +36.3% | +45.7% | -9.4% | +16.2% |
| 3Y | +84.6% | +96.6% | -12.0% | +37.8% |
| 5Y | +87.7% | +106.6% | -18.9% | +34.4% |
| 10Y | +198.0% | +132.6% | +65.4% | +124.5% |
| All | +198.0% | +125.8% | +72.2% | +124.5% |
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