+7.7%
CARR vs MUB
+0.7%
+7.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.5% | -1.1% |
| 7D | -4.1% | -1.2% | -2.9% | -2.3% |
| 30D | -11.0% | -2.8% | -8.2% | -7.1% |
| 3M | -16.4% | -3.1% | -13.3% | -12.2% |
| 6M | -2.4% | -2.9% | +0.5% | +2.3% |
| YTD | +8.4% | -2.0% | +10.4% | +12.4% |
| 1Y | -8.0% | 0.0% | -8.0% | -7.0% |
| 3Y | +0.6% | +7.4% | -6.8% | -8.0% |
| 5Y | +7.7% | +0.8% | +7.0% | -8.0% |
| All | +7.7% | +0.7% | +7.0% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling