+6,028.8%
MU vs ARMK
+131.6%
+5,897.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.9% | +7.0% | +6.5% |
| 7D | +9.0% | -2.4% | +11.4% | +10.0% |
| 30D | +13.8% | 0.0% | +13.8% | +13.6% |
| 3M | +2.1% | +6.7% | -4.6% | -0.7% |
| 6M | +153.8% | +38.8% | +115.0% | +121.0% |
| YTD | +256.4% | +55.2% | +201.2% | +195.6% |
| 1Y | +719.8% | +46.6% | +673.1% | +592.8% |
| 3Y | +1,360.4% | +112.9% | +1,247.5% | +945.8% |
| 5Y | +1,312.4% | +144.0% | +1,168.5% | +849.9% |
| All | +6,028.8% | +131.6% | +5,897.2% | +4,390.4% |
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