-30.2%
MKC vs ARMK
+122.1%
-152.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -5.9% | -2.4% | -3.5% | -5.5% |
| 30D | -0.9% | 0.0% | -0.9% | -1.0% |
| 3M | +12.7% | +6.7% | +6.1% | +11.4% |
| 6M | -19.3% | +38.8% | -58.1% | -24.1% |
| YTD | -22.2% | +55.2% | -77.3% | -28.5% |
| 1Y | -23.3% | +46.6% | -70.0% | -28.9% |
| All | -30.2% | +122.1% | -152.3% | -41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling