+111.6%
CART vs MUB
+11.5%
+100.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.8% |
| 7D | +1.2% | +0.9% | +0.3% | +0.4% |
| 30D | +27.1% | +3.8% | +23.3% | +23.5% |
| 3M | +27.4% | -0.7% | +28.1% | +27.2% |
| 6M | +32.1% | -0.8% | +32.9% | +32.0% |
| YTD | +28.5% | 0.0% | +28.5% | +28.2% |
| 1Y | +58.8% | +0.6% | +58.2% | +58.4% |
| All | +111.6% | +11.5% | +100.1% | +45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling