+1,135.3%
MPC vs ARMK
+130.7%
+1,004.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.2% | +3.8% |
| 7D | +2.6% | +2.8% | -0.2% | +1.2% |
| 30D | -12.2% | -1.8% | -10.4% | -11.7% |
| 3M | +20.1% | -10.9% | +30.9% | +26.2% |
| 6M | +60.6% | +21.2% | +39.4% | +44.8% |
| YTD | +150.6% | +47.0% | +103.6% | +103.9% |
| 1Y | +104.7% | +42.9% | +61.8% | +68.5% |
| 3Y | +194.5% | +95.0% | +99.5% | +100.9% |
| 5Y | +582.3% | +106.2% | +476.1% | +334.8% |
| 10Y | +1,135.3% | +131.6% | +1,003.7% | +655.0% |
| All | +1,135.3% | +130.7% | +1,004.5% | +655.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling