+199.8%
MGY vs ARMK
+113.1%
+86.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.0% |
| 7D | +2.1% | -2.4% | +4.5% | +3.4% |
| 30D | +13.8% | 0.0% | +13.8% | +13.2% |
| 3M | -4.3% | +6.7% | -10.9% | -8.3% |
| 6M | -5.1% | +38.8% | -43.9% | -22.6% |
| YTD | +24.8% | +55.2% | -30.4% | -5.0% |
| 1Y | +11.8% | +46.6% | -34.8% | -12.3% |
| 3Y | +23.5% | +112.9% | -89.4% | -25.1% |
| 5Y | +87.5% | +144.0% | -56.5% | +0.2% |
| All | +199.8% | +113.1% | +86.6% | +46.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling