+172.6%
MXL vs CART
+39.2%
+133.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | +33.1% | +1.2% | +31.9% | +32.8% |
| 30D | -33.5% | +17.8% | -51.3% | -35.6% |
| 3M | -20.7% | +20.7% | -41.4% | -24.1% |
| 6M | -35.9% | +49.7% | -85.6% | -42.3% |
| YTD | +238.3% | +30.0% | +208.3% | +213.2% |
| 1Y | +296.2% | +48.4% | +247.8% | +251.9% |
| 3Y | +254.1% | +132.0% | +122.1% | +170.8% |
| All | +172.6% | +39.2% | +133.3% | +111.1% |
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