+75.7%
CART vs MLM
+32.6%
+43.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +1.0% |
| 7D | +1.4% | +9.1% | -7.8% | -1.0% |
| 30D | +29.7% | +14.6% | +15.0% | +24.8% |
| 3M | +29.7% | +0.3% | +29.4% | +29.5% |
| 6M | +36.8% | -7.5% | +44.3% | +39.1% |
| YTD | +31.7% | -10.2% | +41.9% | +34.3% |
| 1Y | +62.4% | -10.5% | +72.9% | +65.7% |
| 3Y | +120.1% | +27.8% | +92.2% | +94.7% |
| All | +75.7% | +32.6% | +43.1% | +50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling