+504.3%
MUU vs ARM
+18.4%
+485.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -5.3% | -8.7% | -8.8% |
| 7D | -35.9% | -18.7% | -17.2% | -20.5% |
| 30D | -47.1% | -36.7% | -10.4% | -15.9% |
| 3M | -29.8% | -31.6% | +1.8% | +0.8% |
| 6M | +16.0% | -5.6% | +21.7% | +53.5% |
| YTD | +286.1% | +75.5% | +210.6% | +150.8% |
| 1Y | +504.3% | +19.3% | +485.0% | +846.5% |
| All | +504.3% | +18.4% | +485.9% | +846.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 1y: compounded portfolio wealth divided by compounded ARM 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…
1y analysis · Full analysis span regression · 6 months rolling