+297.0%
MXL vs ARMK
+41.1%
+255.9%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -4.2% | -7.0% | -9.0% |
| 7D | -24.3% | -5.8% | -18.5% | -21.8% |
| 30D | -46.1% | -5.3% | -40.9% | -44.3% |
| 3M | -21.8% | -6.7% | -15.1% | -18.0% |
| 6M | -27.2% | +17.4% | -44.6% | -23.8% |
| YTD | +226.2% | +43.0% | +183.1% | +218.2% |
| 1Y | +297.0% | +40.3% | +256.7% | +291.3% |
| All | +297.0% | +41.1% | +255.9% | +291.3% |
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