+30.2%
MGY vs ARMK
+121.1%
-90.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.6% |
| 7D | +1.5% | +0.3% | +1.2% | +1.4% |
| 30D | +6.8% | +2.4% | +4.5% | +6.0% |
| 3M | +2.6% | +6.1% | -3.4% | +0.7% |
| 6M | -3.1% | +41.8% | -44.9% | -13.2% |
| YTD | +29.4% | +55.5% | -26.1% | +12.0% |
| 1Y | +22.3% | +49.6% | -27.3% | +7.2% |
| All | +30.2% | +121.1% | -90.9% | +6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling