+1,171.8%
MPC vs ARMK
+131.4%
+1,040.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +11.2% | +2.7% | +8.6% | +9.9% |
| 30D | -14.5% | -1.5% | -13.0% | -14.1% |
| 3M | +16.7% | -11.6% | +28.2% | +23.0% |
| 6M | +67.6% | +6.7% | +60.8% | +61.1% |
| YTD | +157.9% | +47.4% | +110.5% | +109.6% |
| 1Y | +116.7% | +41.5% | +75.2% | +79.3% |
| 3Y | +199.8% | +95.5% | +104.2% | +104.2% |
| 5Y | +604.4% | +108.4% | +496.0% | +346.5% |
| All | +1,171.8% | +131.4% | +1,040.4% | +676.9% |
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