+96.9%
MRVL vs ARMK
+96.3%
+0.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.5% | +1.3% | +2.5% |
| 7D | -28.1% | -2.6% | -25.5% | -26.3% |
| 30D | -50.4% | -5.2% | -45.2% | -48.0% |
| 3M | -32.9% | -6.5% | -26.4% | -29.4% |
| 6M | -17.9% | +15.3% | -33.2% | -26.6% |
| YTD | +66.4% | +43.6% | +22.8% | +25.4% |
| 1Y | +51.5% | +42.1% | +9.5% | +14.8% |
| 3Y | +177.9% | +94.0% | +83.9% | +56.4% |
| All | +96.9% | +96.3% | +0.6% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling