+1,000.7%
MUU vs CART
+32.6%
+968.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.6% | +8.6% | +9.1% |
| 7D | -42.8% | +3.0% | -45.7% | -43.0% |
| 30D | -63.6% | +28.6% | -92.2% | -65.5% |
| 3M | -48.5% | +29.1% | -77.6% | -51.9% |
| 6M | -36.9% | +44.7% | -81.7% | -44.1% |
| YTD | +176.7% | +29.2% | +147.4% | +156.9% |
| 1Y | +266.3% | +66.2% | +200.1% | +189.2% |
| All | +1,000.7% | +32.6% | +968.1% | +705.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling