-23.1%
MKC vs ARMK
+49.9%
-73.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.7% |
| 7D | -2.8% | -0.9% | -1.9% | -2.7% |
| 30D | -3.4% | -5.9% | +2.6% | -3.0% |
| 3M | +3.8% | +6.7% | -2.9% | +3.2% |
| 6M | -17.9% | +42.5% | -60.5% | -20.8% |
| YTD | -23.6% | +55.1% | -78.7% | -27.7% |
| 1Y | -23.1% | +50.3% | -73.4% | -28.8% |
| All | -23.1% | +49.9% | -73.0% | -28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling