+2,396.1%
MUU vs CARR
-27.2%
+2,423.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -3.1% |
| 7D | -8.2% | -3.8% | -4.5% | -3.2% |
| 30D | +10.2% | -8.9% | +19.1% | +25.6% |
| 3M | -26.5% | -17.3% | -9.2% | +2.1% |
| 6M | +227.2% | -1.4% | +228.6% | +260.5% |
| YTD | +527.4% | +10.0% | +517.4% | +482.1% |
| 1Y | +1,843.7% | -6.4% | +1,850.0% | +2,147.1% |
| All | +2,396.1% | -27.2% | +2,423.2% | +3,108.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling