+539.4%
MLM vs ARMK
+315.5%
+223.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.2% | +6.5% | +3.9% |
| 7D | +9.1% | -5.8% | +14.9% | +11.5% |
| 30D | +14.6% | -5.3% | +19.9% | +16.7% |
| 3M | +0.3% | -6.7% | +7.0% | +2.5% |
| 6M | -7.5% | +17.4% | -24.8% | -13.8% |
| YTD | -10.2% | +43.0% | -53.3% | -22.8% |
| 1Y | -10.5% | +40.3% | -50.8% | -22.5% |
| 3Y | +27.8% | +90.8% | -63.0% | -4.1% |
| 5Y | +38.9% | +102.2% | -63.3% | 0.0% |
| 10Y | +211.4% | +125.8% | +85.6% | +91.2% |
| All | +539.4% | +315.5% | +223.9% | +239.1% |
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