+189.8%
MU vs ARM
+4.6%
+185.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.7% | +0.4% | +2.6% |
| 7D | -22.0% | -15.2% | -6.8% | -14.4% |
| 30D | -36.6% | -40.7% | +4.1% | -17.4% |
| 3M | -21.7% | -39.1% | +17.4% | -1.1% |
| 6M | +3.5% | -26.4% | +30.0% | +23.8% |
| YTD | +141.9% | +59.7% | +82.2% | +89.1% |
| 1Y | +189.8% | +10.3% | +179.5% | +239.1% |
| All | +189.8% | +4.6% | +185.3% | +239.1% |
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