+824.7%
MU vs ARM
+197.2%
+627.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -13.1% | -4.4% | -12.1% |
| 7D | -29.7% | -27.1% | -2.6% | -19.7% |
| 30D | -37.2% | -44.9% | +7.7% | -19.9% |
| 3M | -26.5% | -39.3% | +12.8% | -10.9% |
| 6M | +2.6% | -20.2% | +22.7% | +12.6% |
| YTD | +130.1% | +52.5% | +77.6% | +96.3% |
| 1Y | +176.7% | +4.1% | +172.6% | +170.5% |
| 3Y | +813.1% | +211.7% | +601.4% | +658.3% |
| All | +824.7% | +197.2% | +627.5% | +648.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling