+1,138.0%
MUU vs ARMK
+47.5%
+1,090.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +4.2% | +8.3% | +8.1% |
| 7D | -27.2% | +0.9% | -28.1% | -26.1% |
| 30D | -54.0% | -0.4% | -53.7% | -52.5% |
| 3M | -41.4% | -2.0% | -39.5% | -39.1% |
| 6M | -42.5% | +22.0% | -64.4% | -50.9% |
| YTD | +211.2% | +49.6% | +161.6% | +116.0% |
| 1Y | +313.4% | +46.4% | +267.0% | +190.6% |
| All | +1,138.0% | +47.5% | +1,090.5% | +602.4% |
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 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