+2,423.9%
MUU vs ARMK
+53.0%
+2,370.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.3% | -9.1% | -9.1% |
| 7D | +3.6% | -0.9% | +4.5% | +4.2% |
| 30D | +22.3% | -5.9% | +28.3% | +29.3% |
| 3M | -8.2% | +6.7% | -14.9% | -13.3% |
| 6M | +256.3% | +42.5% | +213.8% | +155.6% |
| YTD | +534.4% | +55.1% | +479.3% | +315.3% |
| 1Y | +2,163.5% | +50.3% | +2,113.2% | +1,404.1% |
| All | +2,423.9% | +53.0% | +2,370.9% | +1,250.7% |
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