+189.4%
MXL vs ARMK
+125.3%
+64.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.4% | +4.6% | +5.2% |
| 7D | +15.5% | +1.7% | +13.8% | +14.4% |
| 30D | -11.3% | +3.1% | -14.4% | -12.4% |
| 3M | -16.1% | +9.2% | -25.3% | -19.4% |
| 6M | +323.0% | +43.7% | +279.4% | +245.1% |
| YTD | +281.5% | +57.4% | +224.2% | +192.6% |
| 1Y | +319.3% | +51.9% | +267.4% | +228.6% |
| 3Y | +189.4% | +125.4% | +64.0% | +83.0% |
| All | +189.4% | +125.3% | +64.1% | +83.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling