+127.0%
MP vs ARMK
+91.9%
+35.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.5% | +0.5% | +3.7% |
| 7D | -10.5% | -2.6% | -7.9% | -9.8% |
| 30D | -23.5% | -5.2% | -18.3% | -22.4% |
| 3M | -25.4% | -6.5% | -18.9% | -23.9% |
| 6M | -51.3% | +15.3% | -66.5% | -53.0% |
| YTD | -29.9% | +43.6% | -73.5% | -36.4% |
| 1Y | -31.8% | +42.1% | -73.9% | -38.1% |
| 3Y | +127.0% | +94.0% | +33.0% | +85.5% |
| All | +127.0% | +91.9% | +35.0% | +85.5% |
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