+89.9%
MTZ vs ARMK
+106.4%
-16.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -3.8% |
| 7D | -8.7% | -0.7% | -8.0% | -7.8% |
| 30D | -15.0% | -1.3% | -13.6% | -14.0% |
| 3M | -32.6% | -2.5% | -30.1% | -31.4% |
| 6M | -56.3% | +20.8% | -77.1% | -60.6% |
| YTD | -16.8% | +48.2% | -65.0% | -33.4% |
| 1Y | -10.0% | +45.7% | -55.8% | -27.5% |
| 3Y | +267.1% | +96.6% | +170.6% | +141.8% |
| 5Y | +89.9% | +106.6% | -16.7% | +14.1% |
| All | +89.9% | +106.4% | -16.6% | +14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling