+1,369.7%
MU vs CART
+11.0%
+1,358.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.8% | +5.6% | +3.1% |
| 7D | +7.5% | -9.5% | +17.0% | +8.8% |
| 30D | +19.4% | -7.8% | +27.1% | +20.4% |
| 3M | +9.8% | +10.4% | -0.6% | +7.8% |
| 6M | +164.1% | +20.1% | +144.1% | +155.0% |
| YTD | +260.3% | +3.7% | +256.6% | +256.2% |
| 1Y | +661.2% | +2.6% | +658.6% | +650.5% |
| All | +1,369.7% | +11.0% | +1,358.7% | +1,174.6% |
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 1990-01-01 to 2026-09-09: 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling