+491.4%
MLM vs ARMK
+350.8%
+140.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -31.5% |
| YTD | -17.0% | +55.2% | -72.2% | -30.5% |
| 1Y | -16.4% | +46.6% | -63.0% | -28.6% |
| 3Y | +14.5% | +112.9% | -98.4% | -17.5% |
| 5Y | +41.7% | +144.0% | -102.2% | -4.9% |
| 10Y | +200.0% | +132.4% | +67.6% | +82.9% |
| All | +491.4% | +350.8% | +140.6% | +205.0% |
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