+937.1%
MU vs CART
+39.2%
+897.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -15.2% | +0.3% | -15.5% | -15.2% |
| 30D | -29.5% | +22.4% | -51.9% | -31.1% |
| 3M | -15.8% | +15.6% | -31.4% | -17.3% |
| 6M | -2.9% | +44.9% | -47.8% | -8.0% |
| YTD | +154.2% | +30.0% | +124.3% | +144.8% |
| 1Y | +186.6% | +56.6% | +130.0% | +165.2% |
| 3Y | +871.5% | +131.9% | +739.5% | +745.1% |
| All | +937.1% | +39.2% | +897.9% | +775.7% |
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