+133.6%
MRK vs ARMK
+146.8%
-13.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | -0.5% |
| 7D | -2.7% | +0.3% | -3.0% | -2.8% |
| 30D | +12.7% | +2.4% | +10.3% | +12.3% |
| 3M | +24.2% | +6.1% | +18.2% | +23.3% |
| 6M | +27.8% | +41.8% | -13.9% | +22.3% |
| YTD | +42.2% | +55.5% | -13.3% | +34.4% |
| 1Y | +80.2% | +49.6% | +30.6% | +71.0% |
| 3Y | +48.4% | +122.8% | -74.4% | +35.2% |
| 5Y | +133.6% | +151.0% | -17.4% | +99.6% |
| All | +133.6% | +146.8% | -13.3% | +99.6% |
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