+29.4%
MMM vs ARMK
+144.6%
-115.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | -3.3% | -2.4% | -0.9% | -2.5% |
| 30D | -7.0% | 0.0% | -7.0% | -7.2% |
| 3M | +10.8% | +6.7% | +4.2% | +8.1% |
| 6M | +5.8% | +38.8% | -33.0% | -6.2% |
| YTD | +6.8% | +55.2% | -48.4% | -9.2% |
| 1Y | +10.4% | +46.6% | -36.2% | -4.3% |
| 3Y | +104.7% | +112.9% | -8.2% | +54.7% |
| All | +29.4% | +144.6% | -115.2% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling