+30.3%
MKC vs ARMK
+134.7%
-104.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | -4.3% | +0.3% | -4.6% | -4.3% |
| 30D | -3.1% | +2.4% | -5.5% | -3.3% |
| 3M | +6.8% | +6.1% | +0.8% | +6.3% |
| 6M | -18.3% | +41.8% | -60.1% | -20.7% |
| YTD | -23.1% | +55.5% | -78.6% | -25.9% |
| 1Y | -23.7% | +49.6% | -73.3% | -26.3% |
| 3Y | -31.0% | +122.8% | -153.8% | -35.4% |
| 5Y | -33.5% | +151.0% | -184.5% | -38.4% |
| 10Y | +30.3% | +137.9% | -107.7% | +33.3% |
| All | +30.3% | +134.7% | -104.5% | +33.3% |
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