+1,330.3%
MULL vs ARMK
+43.0%
+1,287.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.0% | -0.8% | +24.8% | +24.8% |
| 7D | -2.5% | +2.8% | -5.3% | -3.3% |
| 30D | -40.1% | -1.8% | -38.3% | -37.2% |
| 3M | -28.2% | -10.9% | -17.3% | -18.4% |
| 6M | -39.6% | +21.2% | -60.8% | -47.8% |
| YTD | +262.6% | +47.0% | +215.6% | +159.1% |
| 1Y | +366.2% | +42.9% | +323.3% | +240.5% |
| All | +1,330.3% | +43.0% | +1,287.3% | +733.8% |
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