+199.6%
ARM vs MUB
+9.0%
+190.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.3% | -3.8% |
| 7D | +9.1% | -1.3% | +10.4% | +12.5% |
| 30D | -19.9% | +2.2% | -22.1% | -24.3% |
| 3M | -31.6% | -1.6% | -30.0% | -28.5% |
| 6M | -13.9% | -1.3% | -12.6% | -10.3% |
| YTD | +74.3% | -0.7% | +75.0% | +79.6% |
| 1Y | +35.8% | -0.2% | +36.0% | +38.7% |
| 3Y | +268.6% | +9.6% | +259.0% | +197.4% |
| All | +199.6% | +9.0% | +190.6% | +124.1% |
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