+49.3%
MRK vs ARMK
+125.3%
-76.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.7% | -1.4% |
| 7D | -0.9% | +1.7% | -2.6% | -1.2% |
| 30D | +15.5% | +3.1% | +12.3% | +14.8% |
| 3M | +25.1% | +9.2% | +15.9% | +23.3% |
| 6M | +30.1% | +43.7% | -13.6% | +22.5% |
| YTD | +43.1% | +57.4% | -14.3% | +32.6% |
| 1Y | +82.5% | +51.9% | +30.6% | +69.9% |
| 3Y | +49.3% | +125.4% | -76.1% | +33.5% |
| All | +49.3% | +125.3% | -76.0% | +33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling