+66.2%
CART vs MDY
+12.3%
+53.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | -0.1% | +0.4% |
| 7D | +3.0% | -1.7% | +4.6% | +3.5% |
| 30D | +28.6% | -0.9% | +29.5% | +29.0% |
| 3M | +29.1% | -5.7% | +34.8% | +30.7% |
| 6M | +44.7% | -2.9% | +47.6% | +46.2% |
| YTD | +29.2% | +9.8% | +19.4% | +29.5% |
| 1Y | +66.2% | +13.5% | +52.7% | +62.9% |
| All | +66.2% | +12.3% | +53.8% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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