+403.9%
MTZ vs ARMK
+299.4%
+104.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.9% | -1.3% | -3.3% |
| 7D | -10.6% | -10.2% | -0.4% | -5.5% |
| 30D | -30.4% | -9.3% | -21.1% | -26.8% |
| 3M | -40.4% | -11.4% | -29.0% | -36.6% |
| 6M | -63.7% | +11.6% | -75.3% | -65.6% |
| YTD | -26.9% | +37.5% | -64.4% | -37.9% |
| 1Y | -20.2% | +34.9% | -55.1% | -31.7% |
| 3Y | +208.1% | +83.4% | +124.7% | +123.3% |
| 5Y | +69.4% | +87.9% | -18.5% | +19.1% |
| 10Y | +440.6% | +117.0% | +323.6% | +224.2% |
| All | +403.9% | +299.4% | +104.5% | +176.1% |
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 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