+2,523.1%
MULL vs ARMK
+51.0%
+2,472.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.9% | +12.7% | +12.6% |
| 7D | +17.3% | -2.4% | +19.7% | +19.5% |
| 30D | +23.5% | 0.0% | +23.5% | +23.2% |
| 3M | -24.0% | +6.7% | -30.6% | -28.1% |
| 6M | +276.7% | +38.8% | +237.9% | +181.2% |
| YTD | +565.1% | +55.2% | +509.9% | +342.0% |
| 1Y | +2,802.6% | +46.6% | +2,756.0% | +1,914.4% |
| All | +2,523.1% | +51.0% | +2,472.2% | +1,322.1% |
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