+39.1%
MUB vs ARMK
+317.2%
-278.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.5% | -4.4% | 0.0% |
| 7D | +0.7% | -2.6% | +3.3% | +0.7% |
| 30D | +4.4% | -5.2% | +9.6% | +4.4% |
| 3M | -0.2% | -6.5% | +6.4% | -0.1% |
| 6M | -0.6% | +15.3% | -15.9% | -0.8% |
| YTD | +0.3% | +43.6% | -43.3% | -0.2% |
| 1Y | +0.8% | +42.1% | -41.3% | +0.3% |
| 3Y | +12.0% | +94.0% | -82.0% | +10.9% |
| 5Y | +3.4% | +96.3% | -92.8% | +2.3% |
| 10Y | +20.7% | +126.7% | -106.0% | +18.4% |
| All | +39.1% | +317.2% | -278.1% | +37.9% |
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