-26.0%
MKC vs ARMK
+44.4%
-70.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.4% |
| 7D | -7.0% | +2.8% | -9.8% | -6.9% |
| 30D | +4.1% | -1.8% | +5.9% | +4.1% |
| 3M | -10.3% | -10.9% | +0.6% | -9.8% |
| 6M | +1.7% | +21.2% | -19.5% | 0.0% |
| YTD | -29.1% | +47.0% | -76.1% | -31.8% |
| 1Y | -26.0% | +42.9% | -68.9% | -28.5% |
| All | -26.0% | +44.4% | -70.4% | -28.5% |
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