+808.8%
MU vs ARM
+208.9%
+600.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -13.1% | -4.4% | -12.0% |
| 7D | -29.7% | -27.1% | -2.6% | -19.5% |
| 30D | -37.2% | -44.9% | +7.7% | -19.5% |
| 3M | -26.5% | -39.3% | +12.8% | -10.6% |
| 6M | +2.6% | -20.2% | +22.7% | +12.7% |
| YTD | +130.1% | +52.5% | +77.6% | +95.1% |
| 1Y | +176.7% | +4.1% | +172.6% | +169.8% |
| All | +808.8% | +208.9% | +600.0% | +644.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling