+103.0%
ADM vs MUB
+21.1%
+81.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -9.0% | +0.7% | -9.7% | -9.4% |
| 30D | -14.0% | +4.4% | -18.3% | -16.2% |
| 3M | -9.2% | -0.2% | -9.0% | -9.1% |
| 6M | -9.2% | -0.6% | -8.5% | -8.9% |
| YTD | +24.2% | +0.3% | +23.9% | +23.8% |
| 1Y | +27.0% | +0.8% | +26.2% | +26.2% |
| 3Y | +6.6% | +12.0% | -5.4% | -1.2% |
| 5Y | +25.0% | +3.4% | +21.5% | +23.0% |
| All | +103.0% | +21.1% | +81.9% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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