+504.3%
MUU vs CARR
-1.4%
+505.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +0.5% | -14.5% | -14.7% |
| 7D | -35.9% | -0.7% | -35.2% | -35.4% |
| 30D | -47.1% | +0.3% | -47.4% | -47.9% |
| 3M | -29.8% | -14.9% | -14.9% | -12.8% |
| 6M | +16.0% | -14.9% | +30.9% | +58.6% |
| YTD | +286.1% | +7.0% | +279.1% | +282.6% |
| 1Y | +504.3% | -1.8% | +506.1% | +543.4% |
| All | +504.3% | -1.4% | +505.8% | +543.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 1y: compounded portfolio wealth divided by compounded CARR 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…
1y analysis · Full analysis span regression · 6 months rolling