+652.0%
MTZ vs ARMK
+350.8%
+301.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.5% |
| 7D | -1.6% | -2.4% | +0.8% | -0.5% |
| 30D | -11.1% | 0.0% | -11.1% | -11.2% |
| 3M | -36.7% | +6.7% | -43.4% | -38.7% |
| 6M | -21.9% | +38.8% | -60.8% | -33.9% |
| YTD | +9.1% | +55.2% | -46.1% | -13.0% |
| 1Y | +30.0% | +46.6% | -16.7% | +6.2% |
| 3Y | +138.5% | +112.9% | +25.6% | +60.2% |
| 5Y | +158.3% | +144.0% | +14.4% | +59.4% |
| 10Y | +700.8% | +132.4% | +568.4% | +360.9% |
| All | +652.0% | +350.8% | +301.2% | +287.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling