+1,024.8%
MU vs ARM
+256.1%
+768.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -0.9% |
| 7D | +21.6% | +19.8% | +1.8% | +13.1% |
| 30D | -16.2% | -21.8% | +5.6% | -6.9% |
| 3M | -12.4% | -26.5% | +14.1% | -1.5% |
| 6M | +4.2% | -3.9% | +8.1% | +6.6% |
| YTD | +180.0% | +82.8% | +97.2% | +122.1% |
| 1Y | +226.4% | +34.3% | +192.1% | +189.1% |
| 3Y | +969.7% | +282.2% | +687.5% | +725.9% |
| All | +1,024.8% | +256.1% | +768.7% | +746.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 10y: compounded portfolio wealth divided by compounded ARM 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…
10y analysis · Full analysis span regression · 6 months rolling