+1,113.6%
MRVL vs ARMK
+317.2%
+796.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.5% | +1.3% | +3.9% |
| 7D | -28.1% | -2.6% | -25.5% | -27.1% |
| 30D | -50.4% | -5.2% | -45.2% | -49.0% |
| 3M | -32.9% | -6.5% | -26.4% | -30.9% |
| 6M | -17.9% | +15.3% | -33.2% | -22.5% |
| YTD | +66.4% | +43.6% | +22.8% | +43.8% |
| 1Y | +51.5% | +42.1% | +9.5% | +31.3% |
| 3Y | +177.9% | +94.0% | +83.9% | +112.8% |
| 5Y | +100.0% | +96.3% | +3.8% | +53.0% |
| 10Y | +1,108.1% | +126.7% | +981.5% | +735.6% |
| All | +1,113.6% | +317.2% | +796.4% | +685.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling