+298.8%
MRVL vs ARMK
+120.0%
+178.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.9% | +7.9% | +7.5% |
| 7D | +3.2% | -2.4% | +5.6% | +4.5% |
| 30D | +5.9% | 0.0% | +5.9% | +5.7% |
| 3M | -29.3% | +6.7% | -36.0% | -31.9% |
| 6M | +186.5% | +38.8% | +147.7% | +137.6% |
| YTD | +163.4% | +55.2% | +108.3% | +104.0% |
| 1Y | +249.5% | +46.6% | +202.9% | +178.6% |
| All | +298.8% | +120.0% | +178.8% | +167.8% |
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