+73.5%
CART vs MDY
+49.0%
+24.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | +0.1% |
| 7D | +1.2% | +3.0% | -1.8% | -0.8% |
| 30D | +17.8% | +0.8% | +17.0% | +17.1% |
| 3M | +20.7% | -5.1% | +25.8% | +24.8% |
| 6M | +49.7% | +1.2% | +48.6% | +48.2% |
| YTD | +30.0% | +12.5% | +17.5% | +18.8% |
| 1Y | +48.4% | +13.8% | +34.6% | +34.2% |
| 3Y | +132.0% | +56.4% | +75.5% | +51.3% |
| All | +73.5% | +49.0% | +24.5% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling