+1,353.8%
MU vs CART
+21.6%
+1,332.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.3% | +7.4% | +6.3% |
| 7D | +9.0% | +1.0% | +7.9% | +8.8% |
| 30D | +13.8% | +12.6% | +1.2% | +11.9% |
| 3M | +2.1% | +23.1% | -21.0% | -1.1% |
| 6M | +153.8% | +39.5% | +114.3% | +140.1% |
| YTD | +256.4% | +13.5% | +242.9% | +248.6% |
| 1Y | +719.8% | +14.9% | +704.9% | +695.9% |
| All | +1,353.8% | +21.6% | +1,332.2% | +1,147.1% |
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