+51.5%
CART vs MLM
+22.6%
+28.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.6% |
| 7D | +1.0% | -2.9% | +4.0% | +1.9% |
| 30D | +12.6% | -6.8% | +19.4% | +14.8% |
| 3M | +23.1% | -11.2% | +34.4% | +26.8% |
| 6M | +39.5% | -21.8% | +61.4% | +49.0% |
| YTD | +13.5% | -17.0% | +30.5% | +18.4% |
| 1Y | +14.9% | -16.4% | +31.2% | +19.1% |
| All | +51.5% | +22.6% | +28.9% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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