+79.4%
MKC vs ARMK
+327.1%
-247.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.5% |
| 7D | -7.0% | +2.8% | -9.8% | -7.3% |
| 30D | +4.1% | -1.8% | +5.9% | +4.1% |
| 3M | -10.3% | -10.9% | +0.6% | -9.5% |
| 6M | +1.7% | +21.2% | -19.5% | -0.3% |
| YTD | -29.1% | +47.0% | -76.1% | -31.8% |
| 1Y | -26.0% | +42.9% | -68.9% | -28.6% |
| 3Y | -21.5% | +95.0% | -116.4% | -26.5% |
| 5Y | -35.0% | +106.2% | -141.3% | -39.8% |
| 10Y | +25.6% | +131.6% | -106.0% | +22.7% |
| All | +79.4% | +327.1% | -247.7% | +63.0% |
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