+838.8%
MU vs CART
+37.6%
+801.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -2.4% | -15.0% | -17.2% |
| 7D | -29.7% | +1.2% | -30.9% | -29.8% |
| 30D | -37.2% | +27.1% | -64.3% | -38.9% |
| 3M | -26.5% | +27.4% | -53.9% | -28.8% |
| 6M | +2.6% | +32.1% | -29.6% | -1.7% |
| YTD | +130.1% | +28.5% | +101.7% | +121.8% |
| 1Y | +176.7% | +58.8% | +117.9% | +154.9% |
| 3Y | +813.1% | +114.8% | +698.3% | +695.2% |
| All | +838.8% | +37.6% | +801.2% | +693.7% |
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 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