+80.3%
MMM vs ARMK
+123.7%
-43.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.5% | -5.8% | -2.5% |
| 7D | +6.2% | -2.6% | +8.8% | +6.7% |
| 30D | +14.2% | -5.2% | +19.4% | +15.5% |
| 3M | +2.9% | -6.5% | +9.4% | +4.2% |
| 6M | +27.6% | +15.3% | +12.3% | +22.2% |
| YTD | +17.3% | +43.6% | -26.3% | +6.1% |
| 1Y | +15.1% | +42.1% | -27.0% | +4.3% |
| 3Y | +157.1% | +94.0% | +63.1% | +114.6% |
| 5Y | +45.1% | +96.3% | -51.1% | +19.1% |
| All | +80.3% | +123.7% | -43.4% | +50.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling