+214.2%
ARM vs MUB
+9.4%
+204.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | +0.2% |
| 7D | +19.8% | -0.8% | +20.7% | +22.3% |
| 30D | -21.8% | +2.4% | -24.2% | -26.5% |
| 3M | -26.5% | -1.1% | -25.4% | -24.2% |
| 6M | -3.9% | -1.0% | -2.9% | -0.6% |
| YTD | +82.8% | -0.3% | +83.1% | +86.7% |
| 1Y | +34.3% | 0.0% | +34.3% | +36.4% |
| 3Y | +282.2% | +10.2% | +272.0% | +204.8% |
| All | +214.2% | +9.4% | +204.8% | +133.0% |
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