+170.1%
MTB vs ARMK
+146.1%
+24.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.8% | -0.9% |
| 7D | 0.0% | +3.1% | -3.1% | -1.3% |
| 30D | -4.8% | -2.8% | -2.0% | -3.8% |
| 3M | +6.0% | +7.6% | -1.6% | +2.5% |
| 6M | +19.6% | +47.9% | -28.3% | +1.1% |
| YTD | +21.5% | +60.0% | -38.5% | -0.9% |
| 1Y | +24.7% | +52.2% | -27.5% | +3.7% |
| 3Y | +108.6% | +131.4% | -22.8% | +43.5% |
| 5Y | +106.7% | +163.2% | -56.5% | +32.6% |
| All | +170.1% | +146.1% | +24.0% | +83.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling