+445.3%
MP vs ARMK
+261.7%
+183.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.8% |
| 7D | -2.9% | -2.4% | -0.4% | -1.7% |
| 30D | +13.8% | 0.0% | +13.8% | +13.7% |
| 3M | -16.7% | +6.7% | -23.4% | -19.6% |
| 6M | -11.5% | +38.8% | -50.3% | -25.7% |
| YTD | +7.9% | +55.2% | -47.2% | -14.9% |
| 1Y | -15.0% | +46.6% | -61.6% | -31.3% |
| 3Y | +153.5% | +112.9% | +40.6% | +58.0% |
| 5Y | +58.7% | +144.0% | -85.3% | -8.9% |
| All | +445.3% | +261.7% | +183.6% | +172.5% |
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 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