+4,277.4%
MU vs ARMK
+125.8%
+4,151.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.1% | -0.7% |
| 7D | -15.2% | -0.7% | -14.5% | -14.6% |
| 30D | -29.5% | -1.3% | -28.2% | -28.8% |
| 3M | -15.8% | -2.5% | -13.3% | -14.8% |
| 6M | -2.9% | +20.8% | -23.7% | -10.1% |
| YTD | +154.2% | +48.2% | +106.1% | +115.8% |
| 1Y | +186.6% | +45.7% | +140.9% | +144.4% |
| 3Y | +871.5% | +96.6% | +774.9% | +623.8% |
| 5Y | +911.7% | +106.6% | +805.1% | +630.2% |
| 10Y | +4,277.4% | +132.6% | +4,144.8% | +3,052.4% |
| All | +4,277.4% | +125.8% | +4,151.6% | +3,052.4% |
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