+127.4%
MXL vs CART
+38.4%
+89.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.6% | +10.4% | +10.9% |
| 7D | -27.1% | +3.0% | -30.1% | -27.4% |
| 30D | -54.2% | +28.6% | -82.7% | -56.5% |
| 3M | -29.9% | +29.1% | -59.0% | -34.1% |
| 6M | -39.5% | +44.7% | -84.2% | -45.0% |
| YTD | +182.2% | +29.2% | +152.9% | +161.5% |
| 1Y | +231.8% | +66.2% | +165.7% | +184.4% |
| 3Y | +195.9% | +112.8% | +83.1% | +129.5% |
| All | +127.4% | +38.4% | +89.0% | +76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling