+72.5%
CART vs MUB
+10.0%
+62.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | +3.0% | +0.7% | +2.3% | +2.2% |
| 30D | +28.6% | +4.4% | +24.2% | +23.6% |
| 3M | +29.1% | -0.4% | +29.5% | +29.0% |
| 6M | +44.7% | -0.9% | +45.6% | +45.1% |
| YTD | +29.2% | +0.1% | +29.1% | +29.0% |
| 1Y | +66.2% | +0.5% | +65.7% | +65.6% |
| 3Y | +112.8% | +11.7% | +101.1% | +71.9% |
| All | +72.5% | +10.0% | +62.5% | +34.7% |
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