+163.7%
MXL vs ARMK
+131.4%
+32.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.5% |
| 7D | +13.4% | +2.7% | +10.8% | +12.0% |
| 30D | -29.2% | -1.5% | -27.8% | -27.6% |
| 3M | -27.2% | -11.6% | -15.7% | -20.9% |
| 6M | -36.4% | +6.7% | -43.2% | -37.6% |
| YTD | +220.0% | +47.4% | +172.6% | +160.9% |
| 1Y | +304.8% | +41.5% | +263.3% | +237.2% |
| 3Y | +238.5% | +95.5% | +142.9% | +134.8% |
| 5Y | -18.8% | +108.4% | -127.2% | -45.1% |
| All | +163.7% | +131.4% | +32.4% | +66.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling