-15.0%
MP vs ARMK
+47.4%
-62.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.6% |
| 7D | -2.9% | -2.4% | -0.4% | -2.3% |
| 30D | +13.8% | 0.0% | +13.8% | +14.2% |
| 3M | -16.7% | +6.7% | -23.4% | -17.5% |
| 6M | -11.5% | +38.8% | -50.3% | -18.5% |
| YTD | +7.9% | +55.2% | -47.2% | -1.9% |
| 1Y | -15.0% | +46.6% | -61.6% | -20.8% |
| All | -15.0% | +47.4% | -62.4% | -20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling