+303.5%
MXL vs ARMK
+47.4%
+256.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.4% | +5.8% |
| 7D | +1.6% | -2.4% | +4.0% | +2.3% |
| 30D | -7.0% | 0.0% | -7.0% | -6.1% |
| 3M | -33.4% | +6.7% | -40.1% | -33.2% |
| 6M | +260.2% | +38.8% | +221.3% | +237.9% |
| YTD | +260.0% | +55.2% | +204.8% | +218.7% |
| 1Y | +303.5% | +46.6% | +256.9% | +274.9% |
| All | +303.5% | +47.4% | +256.1% | +274.9% |
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