+219.8%
ARM vs MUB
+10.3%
+209.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +0.3% | +11.8% | +11.4% |
| 7D | +6.0% | +0.4% | +5.6% | +4.9% |
| 30D | -20.3% | +3.9% | -24.2% | -27.7% |
| 3M | -24.4% | -0.2% | -24.2% | -23.5% |
| 6M | -4.4% | -0.4% | -4.0% | -2.6% |
| YTD | +86.0% | +0.5% | +85.5% | +86.4% |
| 1Y | +35.8% | +0.7% | +35.1% | +35.7% |
| 3Y | +289.1% | +11.1% | +278.0% | +204.3% |
| All | +219.8% | +10.3% | +209.5% | +132.6% |
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