+2,581.4%
MULL vs ARMK
+51.3%
+2,530.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.2% | +6.6% | +6.4% |
| 7D | +14.8% | +0.3% | +14.4% | +14.2% |
| 30D | +36.6% | +2.4% | +34.2% | +33.1% |
| 3M | -8.9% | +6.1% | -14.9% | -13.2% |
| 6M | +311.9% | +41.8% | +270.2% | +200.3% |
| YTD | +579.8% | +55.5% | +524.3% | +350.3% |
| 1Y | +2,421.5% | +49.6% | +2,372.0% | +1,609.3% |
| All | +2,581.4% | +51.3% | +2,530.1% | +1,349.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling