+67.1%
ADM vs MUB
+1.5%
+65.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.5% |
| 7D | +1.4% | -0.7% | +2.1% | +1.4% |
| 30D | +8.2% | -2.0% | +10.2% | +8.4% |
| 3M | +8.7% | -2.5% | +11.2% | +9.0% |
| 6M | +29.1% | -2.3% | +31.4% | +29.4% |
| YTD | +53.7% | -1.3% | +54.9% | +53.7% |
| 1Y | +43.2% | +1.1% | +42.1% | +42.8% |
| 3Y | +21.4% | +8.2% | +13.2% | +21.5% |
| 5Y | +67.1% | +1.5% | +65.6% | +38.7% |
| All | +67.1% | +1.5% | +65.6% | +38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling