+2,683.6%
MUU vs CARR
-26.5%
+2,710.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.0% | +7.5% | +8.3% |
| 7D | +15.0% | +0.6% | +14.4% | +13.9% |
| 30D | +36.8% | -8.7% | +45.5% | +55.0% |
| 3M | -8.5% | -18.4% | +9.9% | +29.5% |
| 6M | +320.7% | -0.6% | +321.3% | +357.4% |
| YTD | +599.7% | +10.9% | +588.8% | +540.3% |
| 1Y | +2,569.2% | -7.3% | +2,576.5% | +3,017.9% |
| All | +2,683.6% | -26.5% | +2,710.1% | +3,428.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling