+1,330.4%
MU vs CART
+14.3%
+1,316.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.0% | +4.4% | -0.9% |
| 7D | +7.2% | -4.1% | +11.3% | +7.7% |
| 30D | +14.0% | -4.3% | +18.3% | +14.5% |
| 3M | +5.4% | +13.1% | -7.7% | +3.1% |
| 6M | +170.3% | +26.0% | +144.3% | +159.3% |
| YTD | +250.7% | +6.7% | +244.0% | +245.5% |
| 1Y | +662.1% | +6.3% | +655.8% | +647.8% |
| All | +1,330.4% | +14.3% | +1,316.1% | +1,136.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling