+872.0%
MU vs ARM
+211.3%
+660.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.7% | +0.4% | +3.2% |
| 7D | -22.0% | -15.2% | -6.8% | -16.0% |
| 30D | -36.6% | -40.7% | +4.1% | -21.4% |
| 3M | -21.7% | -39.1% | +17.4% | -5.2% |
| 6M | +3.5% | -26.4% | +30.0% | +17.0% |
| YTD | +141.9% | +59.7% | +82.2% | +102.6% |
| 1Y | +189.8% | +10.3% | +179.5% | +177.0% |
| 3Y | +855.4% | +228.9% | +626.5% | +678.4% |
| All | +872.0% | +211.3% | +660.8% | +671.8% |
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