+21.0%
CART vs MULL
+1,303.2%
-1,282.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.6% |
| 7D | +1.2% | +43.3% | -42.1% | +0.4% |
| 30D | +17.8% | -37.4% | +55.2% | +18.4% |
| 3M | +20.7% | -36.8% | +57.5% | +21.0% |
| 6M | +49.7% | -36.9% | +86.6% | +46.6% |
| YTD | +30.0% | +250.7% | -220.6% | +15.3% |
| 1Y | +48.4% | +337.6% | -289.2% | +28.5% |
| All | +21.0% | +1,303.2% | -1,282.2% | -12.4% |
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