+421.5%
CARR vs MUB
+19.4%
+402.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +0.7% |
| 7D | -3.8% | -0.8% | -2.9% | -2.3% |
| 30D | -8.9% | -2.4% | -6.5% | -5.0% |
| 3M | -17.3% | -2.8% | -14.5% | -13.0% |
| 6M | -1.4% | -2.2% | +0.8% | +2.9% |
| YTD | +10.0% | -1.6% | +11.6% | +13.6% |
| 1Y | -6.4% | 0.0% | -6.4% | -5.8% |
| 3Y | +1.5% | +7.9% | -6.3% | -10.2% |
| 5Y | +9.3% | +1.2% | +8.1% | +8.3% |
| All | +421.5% | +19.4% | +402.1% | +247.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling