+229.0%
MRK vs ARMK
+131.1%
+97.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | 0.0% | +7.1% | -7.1% | -0.9% |
| 30D | +3.5% | -1.6% | +5.1% | +3.6% |
| 3M | +11.2% | -10.5% | +21.8% | +12.6% |
| 6M | +32.5% | +11.8% | +20.7% | +30.3% |
| YTD | +42.5% | +47.3% | -4.8% | +35.0% |
| 1Y | +65.4% | +41.5% | +23.9% | +57.5% |
| 3Y | +58.8% | +95.3% | -36.5% | +44.4% |
| 5Y | +103.9% | +108.1% | -4.3% | +81.8% |
| All | +229.0% | +131.1% | +97.9% | +198.1% |
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