+14.9%
CART vs MULL
+3,061.6%
-3,046.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +11.8% | -13.1% | -1.1% |
| 7D | +1.0% | +17.3% | -16.3% | +1.2% |
| 30D | +12.6% | +23.5% | -10.9% | +12.9% |
| 3M | +23.1% | -24.0% | +47.1% | +23.2% |
| 6M | +39.5% | +276.7% | -237.2% | +43.3% |
| YTD | +13.5% | +565.1% | -551.5% | +16.7% |
| 1Y | +14.9% | +2,802.6% | -2,787.7% | +4.1% |
| All | +14.9% | +3,061.6% | -3,046.7% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling