+436.5%
CARR vs MUB
+20.4%
+416.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +3.2% | -0.3% | +3.5% | +3.8% |
| 30D | -7.7% | -1.5% | -6.1% | -5.1% |
| 3M | -11.9% | -1.9% | -10.0% | -8.8% |
| 6M | +2.0% | -1.7% | +3.7% | +5.4% |
| YTD | +13.2% | -0.8% | +13.9% | +15.2% |
| 1Y | -8.5% | +1.5% | -10.0% | -10.2% |
| 3Y | +5.0% | +8.8% | -3.8% | -8.6% |
| 5Y | +12.0% | +2.0% | +10.0% | +9.5% |
| All | +436.5% | +20.4% | +416.1% | +252.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling