+1,212.6%
MPC vs ARMK
+350.8%
+861.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.7% |
| 7D | +5.4% | -2.4% | +7.8% | +6.6% |
| 30D | +31.0% | 0.0% | +30.9% | +30.7% |
| 3M | +46.0% | +6.7% | +39.4% | +41.2% |
| 6M | +77.3% | +38.8% | +38.5% | +49.7% |
| YTD | +141.9% | +55.2% | +86.7% | +93.3% |
| 1Y | +120.9% | +46.6% | +74.3% | +80.6% |
| 3Y | +182.7% | +112.9% | +69.8% | +86.4% |
| 5Y | +646.4% | +144.0% | +502.5% | +341.8% |
| 10Y | +1,138.7% | +132.4% | +1,006.3% | +623.2% |
| All | +1,212.6% | +350.8% | +861.8% | +583.4% |
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