-4.6%
CARR vs MUB
+2.9%
-7.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.0% |
| 7D | +1.6% | -0.9% | +2.4% | +4.8% |
| 30D | -8.7% | -1.4% | -7.3% | -3.8% |
| 3M | -12.6% | -2.2% | -10.4% | -4.6% |
| 6M | -1.5% | -1.9% | +0.3% | +5.5% |
| YTD | +14.3% | -0.8% | +15.1% | +19.6% |
| 1Y | -4.6% | +2.7% | -7.3% | -9.1% |
| All | -4.6% | +2.9% | -7.5% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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