+177.9%
MRVL vs ARMK
+91.9%
+85.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.5% | +1.3% | +3.2% |
| 7D | -28.1% | -2.6% | -25.5% | -26.7% |
| 30D | -50.4% | -5.2% | -45.2% | -48.6% |
| 3M | -32.9% | -6.5% | -26.4% | -30.2% |
| 6M | -17.9% | +15.3% | -33.2% | -24.2% |
| YTD | +66.4% | +43.6% | +22.8% | +35.1% |
| 1Y | +51.5% | +42.1% | +9.5% | +23.6% |
| 3Y | +177.9% | +94.0% | +83.9% | +112.2% |
| All | +177.9% | +91.9% | +85.9% | +112.2% |
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