+238.5%
MXL vs CART
+135.4%
+103.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.1% | -5.5% |
| 7D | +13.4% | +1.3% | +12.1% | +13.2% |
| 30D | -29.2% | +19.2% | -48.4% | -31.6% |
| 3M | -27.2% | +17.6% | -44.8% | -29.9% |
| 6M | -36.4% | +47.4% | -83.8% | -42.5% |
| YTD | +220.0% | +30.9% | +189.1% | +196.4% |
| 1Y | +304.8% | +46.0% | +258.8% | +261.6% |
| 3Y | +238.5% | +130.3% | +108.2% | +158.0% |
| All | +238.5% | +135.4% | +103.1% | +158.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling