+119.9%
MTUM vs CART
+11.0%
+108.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +0.5% |
| 7D | +4.1% | -9.5% | +13.6% | +5.1% |
| 30D | +0.6% | -7.8% | +8.4% | +1.3% |
| 3M | -0.6% | +10.4% | -11.1% | -2.0% |
| 6M | +25.3% | +20.1% | +5.3% | +22.0% |
| YTD | +23.8% | +3.7% | +20.1% | +22.5% |
| 1Y | +25.4% | +2.6% | +22.8% | +23.8% |
| All | +119.9% | +11.0% | +108.9% | +103.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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