+4,407.5%
MU vs ARMK
+131.4%
+4,276.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | +12.8% | +2.7% | +10.1% | +11.6% |
| 30D | -14.9% | -1.5% | -13.4% | -13.9% |
| 3M | -18.0% | -11.6% | -6.5% | -13.6% |
| 6M | -3.1% | +6.7% | -9.9% | -5.4% |
| YTD | +172.9% | +47.4% | +125.5% | +132.1% |
| 1Y | +228.8% | +41.5% | +187.4% | +183.8% |
| 3Y | +950.8% | +95.5% | +855.3% | +684.3% |
| 5Y | +931.3% | +108.4% | +822.9% | +642.0% |
| All | +4,407.5% | +131.4% | +4,276.1% | +3,148.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 10y: compounded portfolio wealth divided by compounded ARMK 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…
10y analysis · Full analysis span regression · 6 months rolling