+2,538.2%
MUU vs ARMK
+55.2%
+2,483.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -4.3% |
| 7D | +13.9% | +1.7% | +12.2% | +12.1% |
| 30D | +24.8% | +3.1% | +21.7% | +20.9% |
| 3M | -15.7% | +9.2% | -25.0% | -22.0% |
| 6M | +338.9% | +43.7% | +295.2% | +212.8% |
| YTD | +563.2% | +57.4% | +505.8% | +328.8% |
| 1Y | +2,577.5% | +51.9% | +2,525.6% | +1,665.5% |
| All | +2,538.2% | +55.2% | +2,483.0% | +1,294.5% |
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