+642.2%
MPC vs ARMK
+144.6%
+497.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | +5.4% | -2.4% | +7.8% | +6.2% |
| 30D | +31.0% | 0.0% | +30.9% | +30.8% |
| 3M | +46.0% | +6.7% | +39.4% | +42.8% |
| 6M | +77.3% | +38.8% | +38.5% | +58.2% |
| YTD | +141.9% | +55.2% | +86.7% | +107.4% |
| 1Y | +120.9% | +46.6% | +74.3% | +92.7% |
| 3Y | +182.7% | +112.9% | +69.8% | +110.7% |
| All | +642.2% | +144.6% | +497.6% | +402.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling