+23.4%
MET vs ARMK
+50.1%
-26.7%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.6% |
| 7D | +1.1% | +1.7% | -0.6% | +0.6% |
| 30D | -2.3% | +3.1% | -5.4% | -3.4% |
| 3M | +13.9% | +9.2% | +4.7% | +10.1% |
| 6M | +34.8% | +43.7% | -8.9% | +15.6% |
| YTD | +23.5% | +57.4% | -33.8% | +0.7% |
| 1Y | +23.4% | +51.9% | -28.5% | +3.1% |
| All | +23.4% | +50.1% | -26.7% | +3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling