+20.2%
CART vs MULL
+968.6%
-948.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +9.1% | -8.5% | +0.4% |
| 7D | +3.0% | -42.7% | +45.7% | +3.9% |
| 30D | +28.6% | -63.8% | +92.3% | +30.7% |
| 3M | +29.1% | -49.0% | +78.1% | +30.0% |
| 6M | +44.7% | -38.2% | +82.9% | +40.9% |
| YTD | +29.2% | +167.0% | -137.8% | +15.4% |
| 1Y | +66.2% | +247.7% | -181.6% | +44.0% |
| All | +20.2% | +968.6% | -948.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling