+265.1%
MU vs CART
+61.3%
+203.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.6% | -8.6% | -6.8% |
| 7D | -19.1% | +1.4% | -20.5% | -19.0% |
| 30D | -25.2% | +29.7% | -54.9% | -22.4% |
| 3M | -10.9% | +29.7% | -40.6% | -7.3% |
| 6M | +38.0% | +36.8% | +1.2% | +42.8% |
| YTD | +178.8% | +31.7% | +147.2% | +194.1% |
| 1Y | +265.1% | +62.4% | +202.8% | +278.8% |
| All | +265.1% | +61.3% | +203.8% | +278.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling