+269.3%
MXL vs CART
+51.1%
+218.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +0.6% | +13.1% | +13.7% |
| 7D | -8.8% | +1.5% | -10.3% | -8.7% |
| 30D | -41.9% | +22.4% | -64.3% | -40.6% |
| 3M | -25.4% | +16.5% | -42.0% | -23.9% |
| 6M | -44.0% | +44.9% | -88.9% | -42.9% |
| YTD | +220.8% | +30.0% | +190.8% | +217.6% |
| All | +269.3% | +51.1% | +218.2% | +256.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling