+886.9%
MU vs CART
+38.4%
+848.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.6% | +4.5% | +5.1% |
| 7D | -22.0% | +3.0% | -25.0% | -22.2% |
| 30D | -36.6% | +28.6% | -65.1% | -38.3% |
| 3M | -21.7% | +29.1% | -50.8% | -24.2% |
| 6M | +3.5% | +44.7% | -41.2% | -1.9% |
| YTD | +141.9% | +29.2% | +112.7% | +133.1% |
| 1Y | +189.8% | +66.2% | +123.7% | +164.8% |
| 3Y | +855.4% | +112.8% | +742.6% | +731.9% |
| All | +886.9% | +38.4% | +848.5% | +733.9% |
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