+1,138.0%
MUU vs ARM
+27.4%
+1,110.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +6.7% | +5.8% | +5.1% |
| 7D | -27.2% | -5.3% | -21.8% | -18.3% |
| 30D | -54.0% | -30.0% | -24.0% | -27.4% |
| 3M | -41.4% | -34.1% | -7.4% | -5.0% |
| 6M | -42.5% | -12.6% | -29.8% | -24.0% |
| YTD | +211.2% | +70.4% | +140.8% | +73.0% |
| 1Y | +313.4% | +22.3% | +291.1% | +250.7% |
| All | +1,138.0% | +27.4% | +1,110.6% | +857.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling