+176.7%
MGY vs ARMK
+102.5%
+74.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.5% |
| 7D | +4.5% | +2.7% | +1.8% | +2.8% |
| 30D | -0.4% | -1.5% | +1.1% | -0.2% |
| 3M | -4.3% | -11.6% | +7.2% | +1.4% |
| 6M | -12.9% | +6.7% | -19.6% | -17.3% |
| YTD | +15.2% | +47.4% | -32.2% | -10.4% |
| 1Y | +10.3% | +41.5% | -31.1% | -12.2% |
| 3Y | +23.6% | +95.5% | -71.9% | -21.4% |
| 5Y | +35.7% | +108.4% | -72.6% | -20.4% |
| All | +176.7% | +102.5% | +74.2% | +38.4% |
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 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