+210.4%
MGY vs ARMK
+119.8%
+90.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -1.5% |
| 7D | +3.5% | +3.1% | +0.4% | +1.8% |
| 30D | +5.3% | -2.8% | +8.1% | +6.7% |
| 3M | +2.6% | +7.6% | -4.9% | -2.1% |
| 6M | -3.3% | +47.9% | -51.2% | -23.8% |
| YTD | +29.2% | +60.0% | -30.8% | -3.3% |
| 1Y | +18.0% | +52.2% | -34.2% | -9.4% |
| 3Y | +30.0% | +131.4% | -101.4% | -24.9% |
| 5Y | +92.7% | +163.2% | -70.5% | -1.6% |
| All | +210.4% | +119.8% | +90.6% | +49.4% |
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