+74.7%
CART vs MUB
+9.2%
+65.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +1.0% |
| 7D | +1.3% | -1.3% | +2.6% | +2.6% |
| 30D | +19.2% | +2.2% | +17.0% | +16.8% |
| 3M | +17.6% | -1.6% | +19.2% | +18.7% |
| 6M | +47.4% | -1.3% | +48.6% | +48.6% |
| YTD | +30.9% | -0.7% | +31.5% | +31.6% |
| 1Y | +46.0% | -0.2% | +46.2% | +46.6% |
| 3Y | +130.3% | +9.6% | +120.7% | +92.8% |
| All | +74.7% | +9.2% | +65.5% | +37.5% |
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