+1,331.9%
MU vs ARM
+349.4%
+982.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.9% | +2.2% | +4.5% |
| 7D | +9.0% | +5.5% | +3.5% | +6.8% |
| 30D | +13.8% | -8.2% | +22.0% | +17.5% |
| 3M | +2.1% | -35.9% | +38.0% | +20.8% |
| 6M | +153.8% | +103.1% | +50.7% | +93.6% |
| YTD | +256.4% | +130.6% | +125.8% | +159.0% |
| 1Y | +719.8% | +86.1% | +633.7% | +543.0% |
| All | +1,331.9% | +349.4% | +982.5% | +886.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling