+1,079.5%
MPC vs ARMK
+123.7%
+955.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.5% | -5.7% | -3.3% |
| 7D | -16.2% | -2.6% | -13.6% | -15.1% |
| 30D | -15.7% | -5.2% | -10.5% | -13.8% |
| 3M | +24.9% | -6.5% | +31.4% | +28.2% |
| 6M | +52.7% | +15.3% | +37.4% | +40.9% |
| YTD | +131.9% | +43.6% | +88.3% | +90.8% |
| 1Y | +96.6% | +42.1% | +54.6% | +62.3% |
| 3Y | +163.8% | +94.0% | +69.8% | +80.3% |
| 5Y | +533.1% | +96.3% | +436.9% | +313.9% |
| All | +1,079.5% | +123.7% | +955.8% | +630.5% |
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 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