+365.6%
MUU vs ARM
+29.6%
+336.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.6% | -0.6% | -0.3% |
| 7D | +24.7% | +9.1% | +15.6% | +15.6% |
| 30D | -35.1% | -19.9% | -15.2% | -12.5% |
| 3M | -44.3% | -31.6% | -12.6% | -15.1% |
| 6M | -44.4% | -13.9% | -30.6% | -16.1% |
| YTD | +244.9% | +74.3% | +170.6% | +148.7% |
| 1Y | +365.6% | +35.8% | +329.8% | +495.1% |
| All | +365.6% | +29.6% | +336.0% | +495.1% |
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