-14.3%
MLM vs ARMK
+40.7%
-55.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.5% | -6.3% | -2.9% |
| 7D | -4.1% | -2.6% | -1.5% | -3.6% |
| 30D | +8.2% | -5.2% | +13.4% | +9.4% |
| 3M | -3.6% | -6.5% | +2.9% | -2.1% |
| 6M | -15.6% | +15.3% | -30.8% | -19.3% |
| YTD | -16.4% | +43.6% | -60.0% | -25.6% |
| 1Y | -14.3% | +42.1% | -56.4% | -23.6% |
| All | -14.3% | +40.7% | -55.0% | -23.6% |
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 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