+374.5%
MRK vs ARMK
+328.3%
+46.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.4% | +0.5% |
| 7D | +0.7% | +2.7% | -2.0% | +0.3% |
| 30D | +0.3% | -1.5% | +1.7% | +0.4% |
| 3M | +9.7% | -11.6% | +21.2% | +11.4% |
| 6M | +32.0% | +6.7% | +25.2% | +30.3% |
| YTD | +43.3% | +47.4% | -4.1% | +34.9% |
| 1Y | +63.7% | +41.5% | +22.2% | +55.0% |
| 3Y | +58.0% | +95.5% | -37.5% | +42.0% |
| 5Y | +105.0% | +108.4% | -3.4% | +80.1% |
| 10Y | +228.6% | +132.3% | +96.4% | +180.2% |
| All | +374.5% | +328.3% | +46.2% | +265.7% |
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