+56.6%
CART vs MULL
+260.4%
-203.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +12.3% | -11.7% | +0.8% |
| 7D | +1.5% | -27.1% | +28.6% | +1.1% |
| 30D | +22.4% | -54.2% | +76.6% | +21.0% |
| 3M | +16.5% | -42.0% | +58.5% | +15.9% |
| 6M | +44.9% | -43.5% | +88.4% | +45.4% |
| YTD | +30.0% | +199.9% | -170.0% | +40.6% |
| All | +56.6% | +260.4% | -203.8% | +70.8% |
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