+304.8%
MXL vs ARMK
+41.8%
+263.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.5% |
| 7D | +13.4% | +2.7% | +10.8% | +11.5% |
| 30D | -29.2% | -1.5% | -27.8% | -27.9% |
| 3M | -27.2% | -11.6% | -15.7% | -24.0% |
| 6M | -36.4% | +6.7% | -43.2% | -33.9% |
| YTD | +220.0% | +47.4% | +172.6% | +205.5% |
| 1Y | +304.8% | +41.5% | +263.3% | +297.8% |
| All | +304.8% | +41.8% | +263.0% | +297.8% |
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