-60.8%
MUU vs CART
+26.7%
-87.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.6% | +8.6% | +8.7% |
| 7D | -42.8% | +3.0% | -45.7% | -42.3% |
| 30D | -63.6% | +28.6% | -92.2% | -66.0% |
| All | -60.8% | +26.7% | -87.4% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 1mo: compounded portfolio wealth divided by compounded CART 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…
1mo analysis · Full analysis span regression · Available span rolling