+136.1%
MMM vs ARMK
+350.8%
-214.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | -3.3% | -2.4% | -0.9% | -2.7% |
| 30D | -7.0% | 0.0% | -7.0% | -7.1% |
| 3M | +10.8% | +6.7% | +4.2% | +8.8% |
| 6M | +5.8% | +38.8% | -33.0% | -3.1% |
| YTD | +6.8% | +55.2% | -48.4% | -5.1% |
| 1Y | +10.4% | +46.6% | -36.2% | -0.5% |
| 3Y | +104.7% | +112.9% | -8.2% | +67.1% |
| 5Y | +23.6% | +144.0% | -120.4% | -3.5% |
| 10Y | +54.1% | +132.4% | -78.3% | +20.5% |
| All | +136.1% | +350.8% | -214.7% | +64.2% |
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 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