+21.8%
CART vs MULL
+1,351.1%
-1,329.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +24.0% | -23.3% | +0.2% |
| 7D | -0.6% | -2.5% | +2.0% | -0.8% |
| 30D | +23.1% | -40.1% | +63.2% | +23.8% |
| 3M | +19.2% | -28.2% | +47.4% | +19.1% |
| 6M | +45.7% | -39.6% | +85.3% | +43.1% |
| YTD | +30.9% | +262.6% | -231.8% | +16.0% |
| 1Y | +50.2% | +366.2% | -316.0% | +29.7% |
| All | +21.8% | +1,351.1% | -1,329.4% | -11.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling