+157.1%
MMM vs ARMK
+91.9%
+65.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.5% | -5.8% | -2.8% |
| 7D | +6.2% | -2.6% | +8.8% | +6.9% |
| 30D | +14.2% | -5.2% | +19.4% | +15.9% |
| 3M | +2.9% | -6.5% | +9.4% | +4.7% |
| 6M | +27.6% | +15.3% | +12.3% | +19.4% |
| YTD | +17.3% | +43.6% | -26.3% | +0.3% |
| 1Y | +15.1% | +42.1% | -27.0% | -1.2% |
| 3Y | +157.1% | +94.0% | +63.1% | +103.2% |
| All | +157.1% | +91.9% | +65.2% | +103.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling