+190.1%
MXL vs CART
+21.6%
+168.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.3% | +6.8% | +5.8% |
| 7D | +1.6% | +1.0% | +0.6% | +1.4% |
| 30D | -7.0% | +12.6% | -19.6% | -9.8% |
| 3M | -33.4% | +23.1% | -56.5% | -37.1% |
| 6M | +260.2% | +39.5% | +220.6% | +226.4% |
| YTD | +260.0% | +13.5% | +246.4% | +243.4% |
| 1Y | +303.5% | +14.9% | +288.6% | +280.9% |
| All | +190.1% | +21.6% | +168.5% | +131.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling