-57.4%
MUZ vs ARMK
+1.3%
-58.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.9% | -0.8% | -23.1% | -25.2% |
| 7D | -17.7% | +2.8% | -20.4% | -11.0% |
| 30D | +14.5% | -1.8% | +16.2% | +18.9% |
| 3M | -25.7% | -10.9% | -14.9% | -30.7% |
| All | -57.4% | +1.3% | -58.7% | -48.5% |
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 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 · Available span rolling