+364.9%
MXL vs ARMK
+54.5%
+310.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.2% | +4.4% | +6.6% |
| 7D | +18.9% | +3.1% | +15.7% | +17.8% |
| 30D | +0.3% | -2.8% | +3.1% | +1.4% |
| 3M | -8.0% | +7.6% | -15.6% | -8.4% |
| 6M | +341.2% | +47.9% | +293.3% | +305.3% |
| YTD | +327.8% | +60.0% | +267.8% | +275.9% |
| 1Y | +364.9% | +52.2% | +312.7% | +327.7% |
| All | +364.9% | +54.5% | +310.4% | +327.7% |
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