+119.5%
MTUM vs CART
+14.3%
+105.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.0% | +7.3% | +1.8% |
| 7D | +4.1% | -4.1% | +8.2% | +4.5% |
| 30D | -0.2% | -4.3% | +4.1% | +0.1% |
| 3M | -1.9% | +13.1% | -15.0% | -3.5% |
| 6M | +28.1% | +26.0% | +2.1% | +24.0% |
| YTD | +23.6% | +6.7% | +16.9% | +22.0% |
| 1Y | +26.1% | +6.3% | +19.9% | +24.1% |
| All | +119.5% | +14.3% | +105.2% | +102.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling