+442.2%
MTZ vs ARMK
+125.8%
+316.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -3.9% |
| 7D | -8.7% | -0.7% | -8.0% | -7.9% |
| 30D | -15.0% | -1.3% | -13.6% | -14.0% |
| 3M | -32.6% | -2.5% | -30.1% | -31.5% |
| 6M | -56.3% | +20.8% | -77.1% | -60.3% |
| YTD | -16.8% | +48.2% | -65.0% | -32.1% |
| 1Y | -10.0% | +45.7% | -55.8% | -26.1% |
| 3Y | +267.1% | +96.6% | +170.6% | +155.4% |
| 5Y | +89.9% | +106.6% | -16.7% | +26.4% |
| 10Y | +442.2% | +132.6% | +309.7% | +223.7% |
| All | +442.2% | +125.8% | +316.5% | +223.7% |
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