-50.4%
MP vs ARMK
+12.8%
-63.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.9% | -2.2% | -4.9% |
| 7D | -19.0% | -10.2% | -8.8% | -16.7% |
| 30D | -30.5% | -9.3% | -21.2% | -28.6% |
| 3M | -29.6% | -11.4% | -18.2% | -26.8% |
| 6M | -50.4% | +11.6% | -62.0% | -47.1% |
| All | -50.4% | +12.8% | -63.2% | -47.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling