+1,173.6%
MPC vs ARMK
+299.4%
+874.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.9% | 0.0% | -2.1% |
| 7D | -12.8% | -10.2% | -2.5% | -8.3% |
| 30D | -12.7% | -9.3% | -3.4% | -8.9% |
| 3M | +27.1% | -11.4% | +38.5% | +33.8% |
| 6M | +45.8% | +11.6% | +34.2% | +36.8% |
| YTD | +134.7% | +37.5% | +97.2% | +97.9% |
| 1Y | +106.0% | +34.9% | +71.1% | +74.9% |
| 3Y | +165.5% | +83.4% | +82.1% | +87.9% |
| 5Y | +540.9% | +87.9% | +453.0% | +331.8% |
| 10Y | +1,133.6% | +117.0% | +1,016.6% | +644.4% |
| All | +1,173.6% | +299.4% | +874.2% | +599.5% |
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