+501.4%
MTZ vs ARMK
+123.7%
+377.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +4.5% | +5.1% | +7.3% |
| 7D | -6.4% | -2.6% | -3.8% | -4.7% |
| 30D | -22.1% | -5.2% | -16.9% | -19.7% |
| 3M | -32.7% | -6.5% | -26.2% | -30.2% |
| 6M | -59.8% | +15.3% | -75.1% | -62.6% |
| YTD | -19.9% | +43.6% | -63.5% | -33.6% |
| 1Y | -11.5% | +42.1% | -53.5% | -26.4% |
| 3Y | +258.1% | +94.0% | +164.1% | +150.9% |
| 5Y | +85.5% | +96.3% | -10.7% | +26.7% |
| All | +501.4% | +123.7% | +377.7% | +265.3% |
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 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