+475.1%
MULL vs ARMK
+41.1%
+434.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -4.2% | -9.6% | -10.9% |
| 7D | -35.9% | -5.8% | -30.1% | -33.0% |
| 30D | -47.3% | -5.3% | -42.1% | -44.9% |
| 3M | -30.6% | -6.7% | -23.8% | -26.8% |
| 6M | +13.7% | +17.4% | -3.7% | +14.9% |
| YTD | +272.1% | +43.0% | +229.1% | +289.9% |
| 1Y | +475.1% | +40.3% | +434.7% | +498.4% |
| All | +475.1% | +41.1% | +434.0% | +498.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling