+2,036.6%
MULL vs ARMK
+49.9%
+1,986.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.3% | -9.1% | -9.2% |
| 7D | +3.6% | -0.9% | +4.5% | +3.9% |
| 30D | +22.0% | -5.9% | +28.0% | +25.8% |
| 3M | -8.6% | +6.7% | -15.3% | -10.0% |
| 6M | +248.5% | +42.5% | +206.0% | +220.1% |
| YTD | +516.3% | +55.1% | +461.2% | +485.8% |
| 1Y | +2,036.6% | +50.3% | +1,986.3% | +1,915.9% |
| All | +2,036.6% | +49.9% | +1,986.7% | +1,915.9% |
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