+174.6%
MTB vs ARMK
+330.5%
-155.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -0.6% |
| 7D | -0.7% | -0.7% | +0.1% | -0.5% |
| 30D | +1.4% | -1.3% | +2.7% | +1.6% |
| 3M | -11.6% | -2.5% | -9.1% | -11.2% |
| 6M | +5.4% | +20.8% | -15.4% | -3.3% |
| YTD | +11.7% | +48.2% | -36.4% | -5.9% |
| 1Y | +20.5% | +45.7% | -25.2% | +2.1% |
| 3Y | +104.5% | +96.6% | +8.0% | +50.9% |
| 5Y | +65.1% | +106.6% | -41.5% | +17.4% |
| 10Y | +119.5% | +132.6% | -13.1% | +49.2% |
| All | +174.6% | +330.5% | -155.9% | +71.0% |
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 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