+2,886.8%
MU vs ARMK
+299.4%
+2,587.4%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -3.9% | -13.6% | -15.8% |
| 7D | -29.7% | -10.2% | -19.5% | -26.2% |
| 30D | -37.2% | -9.3% | -27.9% | -34.3% |
| 3M | -26.5% | -11.4% | -15.1% | -22.6% |
| 6M | +2.6% | +11.6% | -9.1% | -2.1% |
| YTD | +130.1% | +37.5% | +92.7% | +100.7% |
| 1Y | +176.7% | +34.9% | +141.8% | +142.5% |
| 3Y | +813.1% | +83.4% | +729.7% | +594.5% |
| 5Y | +822.0% | +87.9% | +734.1% | +585.5% |
| 10Y | +3,936.2% | +117.0% | +3,819.2% | +2,669.6% |
| All | +2,886.8% | +299.4% | +2,587.4% | +1,674.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling