+78.4%
MMM vs ARMK
+130.7%
-52.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -2.6% | +2.8% | -5.4% | -3.3% |
| 30D | +17.4% | -1.8% | +19.2% | +17.6% |
| 3M | +3.6% | -10.9% | +14.5% | +6.3% |
| 6M | +33.0% | +21.2% | +11.8% | +25.8% |
| YTD | +19.6% | +47.0% | -27.4% | +7.5% |
| 1Y | +14.0% | +42.9% | -28.8% | +3.2% |
| 3Y | +164.3% | +95.0% | +69.3% | +120.2% |
| 5Y | +49.3% | +106.2% | -56.9% | +21.2% |
| 10Y | +78.4% | +131.6% | -53.3% | +48.0% |
| All | +78.4% | +130.7% | -52.4% | +48.0% |
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 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