-4.8%
MRSH vs ARMK
+120.6%
-125.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.3% |
| 7D | -5.9% | -0.9% | -5.0% | -5.8% |
| 30D | -7.3% | -5.9% | -1.4% | -6.2% |
| 3M | +6.7% | +6.7% | 0.0% | +5.1% |
| 6M | +3.0% | +42.5% | -39.6% | -4.9% |
| YTD | -2.9% | +55.1% | -58.0% | -12.3% |
| 1Y | -9.0% | +50.3% | -59.3% | -17.1% |
| All | -4.8% | +120.6% | -125.3% | -19.9% |
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