+2,444.0%
MULL vs ARMK
+53.1%
+2,390.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -4.2% |
| 7D | +14.0% | +1.7% | +12.3% | +12.2% |
| 30D | +24.8% | +3.1% | +21.7% | +21.0% |
| 3M | -16.1% | +9.2% | -25.3% | -22.1% |
| 6M | +330.9% | +43.7% | +287.2% | +210.7% |
| YTD | +545.0% | +57.4% | +487.6% | +323.2% |
| 1Y | +2,427.1% | +51.9% | +2,375.3% | +1,590.2% |
| All | +2,444.0% | +53.1% | +2,390.9% | +1,261.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling