+74.7%
CART vs MUB
+10.5%
+64.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.4% |
| 7D | -0.6% | +0.4% | -1.0% | -1.0% |
| 30D | +23.1% | +3.9% | +19.2% | +18.7% |
| 3M | +19.2% | -0.2% | +19.4% | +18.8% |
| 6M | +45.7% | -0.4% | +46.1% | +45.4% |
| YTD | +30.9% | +0.5% | +30.3% | +30.1% |
| 1Y | +50.2% | +0.7% | +49.5% | +49.2% |
| 3Y | +133.5% | +11.1% | +122.4% | +92.5% |
| All | +74.7% | +10.5% | +64.2% | +35.9% |
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