+43.5%
MLM vs ARMK
+144.6%
-101.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.5% |
| 7D | -2.9% | -2.4% | -0.5% | -2.0% |
| 30D | -6.8% | 0.0% | -6.8% | -7.0% |
| 3M | -11.2% | +6.7% | -17.9% | -13.6% |
| 6M | -21.8% | +38.8% | -60.7% | -31.6% |
| YTD | -17.0% | +55.2% | -72.2% | -30.8% |
| 1Y | -16.4% | +46.6% | -63.0% | -28.8% |
| 3Y | +14.5% | +112.9% | -98.4% | -19.5% |
| All | +43.5% | +144.6% | -101.1% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling