+1,272.2%
MUU vs ARMK
+45.4%
+1,226.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.1% | -5.4% | -5.4% |
| 7D | +24.7% | +2.7% | +22.0% | +21.5% |
| 30D | -35.1% | -1.5% | -33.7% | -32.2% |
| 3M | -44.3% | -11.6% | -32.7% | -36.1% |
| 6M | -44.4% | +6.7% | -51.2% | -46.1% |
| YTD | +244.9% | +47.4% | +197.5% | +142.7% |
| 1Y | +365.6% | +41.5% | +324.1% | +239.8% |
| All | +1,272.2% | +45.4% | +1,226.8% | +689.3% |
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