+274.2%
MXL vs ARMK
+138.5%
+135.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.8% | -2.9% |
| 7D | +16.6% | -0.9% | +17.5% | +17.2% |
| 30D | +0.5% | -5.9% | +6.4% | +4.0% |
| 3M | -3.6% | +6.7% | -10.3% | -6.6% |
| 6M | +328.0% | +42.5% | +285.5% | +251.0% |
| YTD | +297.8% | +55.1% | +242.7% | +210.3% |
| 1Y | +339.4% | +50.3% | +289.1% | +248.3% |
| 3Y | +201.7% | +122.2% | +79.6% | +91.9% |
| 5Y | +32.8% | +155.2% | -122.4% | -20.2% |
| All | +274.2% | +138.5% | +135.7% | +132.2% |
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