+2,620.0%
MUU vs CART
+16.5%
+2,603.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | -1.3% | +12.9% | +11.9% |
| 7D | +17.4% | +1.0% | +16.3% | +17.0% |
| 30D | +24.0% | +12.6% | +11.3% | +19.4% |
| 3M | -23.9% | +23.1% | -47.0% | -29.5% |
| 6M | +284.4% | +39.5% | +244.9% | +235.6% |
| YTD | +583.7% | +13.5% | +570.2% | +552.7% |
| 1Y | +2,981.5% | +14.9% | +2,966.6% | +2,781.6% |
| All | +2,620.0% | +16.5% | +2,603.5% | +1,947.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling