+714.5%
MTZ vs ARMK
+131.8%
+582.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.5% |
| 7D | -1.6% | -2.4% | +0.8% | -0.4% |
| 30D | -11.1% | 0.0% | -11.1% | -11.2% |
| 3M | -36.7% | +6.7% | -43.4% | -38.8% |
| 6M | -21.9% | +38.8% | -60.8% | -34.1% |
| YTD | +9.1% | +55.2% | -46.1% | -13.4% |
| 1Y | +30.0% | +46.6% | -16.7% | +5.8% |
| 3Y | +138.5% | +112.9% | +25.6% | +58.8% |
| 5Y | +158.3% | +144.0% | +14.4% | +57.6% |
| All | +714.5% | +131.8% | +582.8% | +397.8% |
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