+21.8%
CART vs MULL
+1,230.7%
-1,208.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.2% | +5.8% | +0.8% |
| 7D | +1.3% | +24.5% | -23.2% | +0.8% |
| 30D | +19.2% | -35.5% | +54.7% | +19.8% |
| 3M | +17.6% | -44.8% | +62.3% | +18.2% |
| 6M | +47.4% | -45.5% | +92.8% | +45.1% |
| YTD | +30.9% | +232.5% | -201.7% | +16.2% |
| 1Y | +46.0% | +343.3% | -297.3% | +25.9% |
| All | +21.8% | +1,230.7% | -1,208.9% | -11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling