+597.9%
MXL vs ARMK
+350.8%
+247.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.4% | +6.0% |
| 7D | +1.6% | -2.4% | +4.0% | +2.9% |
| 30D | -7.0% | 0.0% | -7.0% | -7.0% |
| 3M | -33.4% | +6.7% | -40.1% | -35.5% |
| 6M | +260.2% | +38.8% | +221.3% | +199.9% |
| YTD | +260.0% | +55.2% | +204.8% | +181.1% |
| 1Y | +303.5% | +46.6% | +256.9% | +224.5% |
| 3Y | +160.4% | +112.9% | +47.5% | +69.8% |
| 5Y | +14.7% | +144.0% | -129.3% | -29.5% |
| 10Y | +215.6% | +132.4% | +83.2% | +85.3% |
| All | +597.9% | +350.8% | +247.0% | +225.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling