+242.5%
MET vs ARMK
+138.5%
+104.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -2.5% | -0.9% | -1.6% | -2.1% |
| 30D | 0.0% | -5.9% | +5.9% | +2.3% |
| 3M | +13.1% | +6.7% | +6.4% | +9.9% |
| 6M | +39.0% | +42.5% | -3.6% | +20.3% |
| YTD | +25.2% | +55.1% | -29.9% | +4.7% |
| 1Y | +25.6% | +50.3% | -24.7% | +6.2% |
| 3Y | +67.1% | +122.2% | -55.1% | +19.5% |
| 5Y | +85.1% | +155.2% | -70.0% | +22.7% |
| All | +242.5% | +138.5% | +104.0% | +154.0% |
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