+18.0%
MUB vs ARMK
+136.6%
-118.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | 0.0% |
| 7D | -0.3% | +1.7% | -2.0% | -0.3% |
| 30D | -1.5% | +3.1% | -4.7% | -1.6% |
| 3M | -1.9% | +9.2% | -11.2% | -2.1% |
| 6M | -1.7% | +43.7% | -45.4% | -2.3% |
| YTD | -0.8% | +57.4% | -58.2% | -1.5% |
| 1Y | +1.5% | +51.9% | -50.4% | +0.7% |
| 3Y | +8.8% | +125.4% | -116.6% | +7.2% |
| 5Y | +2.0% | +149.1% | -147.1% | +0.2% |
| 10Y | +18.0% | +135.4% | -117.5% | +15.5% |
| All | +18.0% | +136.6% | -118.7% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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