+195.7%
MRVL vs ARMK
+96.6%
+99.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.1% | -4.8% | -4.7% |
| 7D | +11.0% | +2.7% | +8.4% | +9.4% |
| 30D | -36.1% | -1.5% | -34.6% | -35.1% |
| 3M | -29.4% | -11.6% | -17.9% | -24.4% |
| 6M | -11.9% | +6.7% | -18.6% | -14.9% |
| YTD | +84.8% | +47.4% | +37.4% | +48.0% |
| 1Y | +79.4% | +41.5% | +37.9% | +47.1% |
| 3Y | +195.7% | +95.5% | +100.2% | +122.4% |
| All | +195.7% | +96.6% | +99.1% | +122.4% |
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