+855.4%
MU vs ARMK
+91.9%
+763.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.5% | +0.7% | +3.0% |
| 7D | -22.0% | -2.6% | -19.4% | -20.7% |
| 30D | -36.6% | -5.2% | -31.4% | -34.7% |
| 3M | -21.7% | -6.5% | -15.2% | -19.2% |
| 6M | +3.5% | +15.3% | -11.7% | -2.3% |
| YTD | +141.9% | +43.6% | +98.3% | +105.9% |
| 1Y | +189.8% | +42.1% | +147.8% | +147.1% |
| 3Y | +855.4% | +94.0% | +761.4% | +619.9% |
| All | +855.4% | +91.9% | +763.4% | +619.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling