+257.8%
MXL vs ARMK
+96.4%
+161.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.8% | -1.8% |
| 7D | +33.1% | +7.1% | +25.9% | +27.6% |
| 30D | -33.5% | -1.6% | -31.8% | -31.8% |
| 3M | -20.7% | -10.5% | -10.1% | -14.2% |
| 6M | -35.9% | +11.8% | -47.6% | -38.3% |
| YTD | +238.3% | +47.3% | +191.0% | +172.9% |
| 1Y | +296.2% | +41.5% | +254.8% | +227.7% |
| All | +257.8% | +96.4% | +161.3% | +151.0% |
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