+207.4%
MXL vs CART
+14.3%
+193.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -6.0% | +12.0% | +7.3% |
| 7D | +15.5% | -4.1% | +19.6% | +16.3% |
| 30D | -11.3% | -4.3% | -7.0% | -10.8% |
| 3M | -16.1% | +13.1% | -29.2% | -19.3% |
| 6M | +323.0% | +26.0% | +297.0% | +292.5% |
| YTD | +281.5% | +6.7% | +274.8% | +268.4% |
| 1Y | +319.3% | +6.3% | +313.0% | +302.6% |
| All | +207.4% | +14.3% | +193.2% | +148.4% |
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