+34.8%
MXL vs ARMK
+146.8%
-112.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.2% | +8.7% | +8.3% |
| 7D | +19.0% | +0.3% | +18.7% | +18.6% |
| 30D | +4.5% | +2.4% | +2.1% | +2.9% |
| 3M | -1.5% | +6.1% | -7.6% | -5.0% |
| 6M | +348.6% | +41.8% | +306.9% | +246.1% |
| YTD | +310.3% | +55.5% | +254.7% | +193.2% |
| 1Y | +344.7% | +49.6% | +295.1% | +226.6% |
| 3Y | +211.2% | +122.8% | +88.4% | +60.2% |
| 5Y | +34.8% | +151.0% | -116.1% | -36.0% |
| All | +34.8% | +146.8% | -112.0% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling