+198.6%
MTB vs ARMK
+350.8%
-152.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.3% |
| 7D | +1.7% | -2.4% | +4.1% | +2.7% |
| 30D | -4.2% | 0.0% | -4.2% | -4.4% |
| 3M | +8.9% | +6.7% | +2.2% | +5.8% |
| 6M | +10.9% | +38.8% | -27.9% | -3.5% |
| YTD | +21.5% | +55.2% | -33.7% | +0.8% |
| 1Y | +21.9% | +46.6% | -24.7% | +3.4% |
| 3Y | +109.2% | +112.9% | -3.6% | +50.1% |
| 5Y | +102.0% | +144.0% | -42.0% | +34.9% |
| 10Y | +171.9% | +132.4% | +39.5% | +84.8% |
| All | +198.6% | +350.8% | -152.3% | +83.3% |
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