+1,053.2%
MULL vs ARMK
+44.2%
+1,009.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -1.5% |
| 7D | -32.2% | -0.7% | -31.5% | -30.2% |
| 30D | -55.4% | -1.3% | -54.1% | -53.4% |
| 3M | -41.3% | -2.5% | -38.8% | -38.6% |
| 6M | -44.9% | +20.8% | -65.7% | -52.2% |
| YTD | +192.4% | +48.2% | +144.2% | +107.6% |
| 1Y | +239.4% | +45.7% | +193.7% | +142.7% |
| All | +1,053.2% | +44.2% | +1,009.1% | +567.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling