+189.8%
MU vs ARM
+17.6%
+172.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +6.7% | -0.4% | +2.7% |
| 7D | -12.0% | -5.3% | -6.7% | -8.8% |
| 30D | -28.7% | -30.0% | +1.3% | -14.4% |
| 3M | -16.4% | -34.1% | +17.6% | +1.3% |
| 6M | -1.8% | -12.6% | +10.8% | +9.5% |
| YTD | +157.1% | +70.4% | +86.6% | +94.8% |
| All | +189.8% | +17.6% | +172.2% | +220.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling