+51.5%
CART vs MUB
+9.0%
+42.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +1.0% | -0.9% | +1.9% | +1.7% |
| 30D | +12.6% | -1.4% | +14.0% | +13.9% |
| 3M | +23.1% | -2.2% | +25.3% | +25.1% |
| 6M | +39.5% | -1.9% | +41.4% | +41.3% |
| YTD | +13.5% | -0.8% | +14.3% | +14.6% |
| 1Y | +14.9% | +2.7% | +12.1% | +14.2% |
| All | +51.5% | +9.0% | +42.5% | +19.7% |
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 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