+506.4%
MLM vs ARMK
+299.4%
+207.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.9% | -1.3% | -3.7% |
| 7D | -1.2% | -10.2% | +9.0% | +2.8% |
| 30D | +7.9% | -9.3% | +17.2% | +11.7% |
| 3M | -4.5% | -11.4% | +6.9% | -0.4% |
| 6M | -12.6% | +11.6% | -24.3% | -17.0% |
| YTD | -14.9% | +37.5% | -52.3% | -25.6% |
| 1Y | -13.1% | +34.9% | -48.0% | -23.6% |
| 3Y | +21.2% | +83.4% | -62.2% | -7.7% |
| 5Y | +32.0% | +87.9% | -55.9% | -2.2% |
| 10Y | +195.3% | +117.0% | +78.3% | +84.2% |
| All | +506.4% | +299.4% | +207.0% | +226.6% |
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 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