+37.5%
MUB vs ARMK
+350.8%
-313.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | -0.9% | -2.4% | +1.5% | -0.8% |
| 30D | -1.4% | 0.0% | -1.4% | -1.4% |
| 3M | -2.2% | +6.7% | -8.8% | -2.2% |
| 6M | -1.9% | +38.8% | -40.7% | -2.3% |
| YTD | -0.8% | +55.2% | -56.0% | -1.4% |
| 1Y | +2.7% | +46.6% | -43.9% | +2.2% |
| 3Y | +8.6% | +112.9% | -104.3% | +7.4% |
| 5Y | +2.0% | +144.0% | -141.9% | +0.7% |
| 10Y | +17.9% | +132.4% | -114.5% | +15.5% |
| All | +37.5% | +350.8% | -313.3% | +36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling