+492.6%
MTZ vs ARMK
+131.1%
+361.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.2% | +4.4% | +6.5% |
| 7D | -2.4% | +0.9% | -3.4% | -2.3% |
| 30D | -11.1% | -0.4% | -10.7% | -10.6% |
| 3M | -30.6% | -2.0% | -28.6% | -29.6% |
| 6M | -54.4% | +22.0% | -76.3% | -58.7% |
| YTD | -13.0% | +49.6% | -62.6% | -29.3% |
| 1Y | -5.7% | +46.4% | -52.0% | -22.7% |
| 3Y | +297.2% | +103.2% | +194.0% | +172.0% |
| 5Y | +95.9% | +108.1% | -12.2% | +30.0% |
| 10Y | +492.6% | +129.4% | +363.2% | +251.1% |
| All | +492.6% | +131.1% | +361.5% | +251.1% |
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