+228.9%
ARM vs MUB
+11.9%
+217.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.6% | +4.5% |
| 7D | -15.2% | +0.7% | -15.9% | -16.7% |
| 30D | -40.7% | +4.4% | -45.0% | -47.0% |
| 3M | -39.1% | -0.2% | -38.9% | -38.5% |
| 6M | -26.4% | -0.6% | -25.8% | -24.6% |
| YTD | +59.7% | +0.3% | +59.4% | +60.9% |
| 1Y | +10.3% | +0.8% | +9.6% | +10.2% |
| 3Y | +228.9% | +12.0% | +216.8% | +137.9% |
| All | +228.9% | +11.9% | +217.0% | +137.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling