+174.1%
MTB vs ARMK
+327.1%
-153.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | -2.0% | +2.8% | -4.8% | -3.1% |
| 30D | +0.1% | -1.8% | +1.9% | +0.5% |
| 3M | -12.1% | -10.9% | -1.2% | -8.4% |
| 6M | +7.3% | +21.2% | -13.9% | -1.8% |
| YTD | +11.5% | +47.0% | -35.5% | -5.8% |
| 1Y | +21.3% | +42.9% | -21.6% | +3.5% |
| 3Y | +104.1% | +95.0% | +9.1% | +51.1% |
| 5Y | +61.8% | +106.2% | -44.4% | +15.1% |
| 10Y | +115.4% | +131.6% | -16.2% | +46.7% |
| All | +174.1% | +327.1% | -153.0% | +71.2% |
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 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