+174.6%
ARM vs MUB
+9.8%
+164.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -46.9% |
| 3M | -39.1% | -0.4% | -38.7% | -38.1% |
| 6M | -26.4% | -0.9% | -25.5% | -24.1% |
| YTD | +59.7% | +0.1% | +59.7% | +61.8% |
| 1Y | +10.3% | +0.5% | +9.9% | +10.9% |
| 3Y | +228.9% | +11.7% | +217.1% | +154.8% |
| All | +174.6% | +9.8% | +164.8% | +101.9% |
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 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