+51.5%
CART vs MDY
+52.6%
-1.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +1.0% | +0.1% | +0.9% | +1.0% |
| 30D | +12.6% | -1.5% | +14.1% | +13.7% |
| 3M | +23.1% | +0.8% | +22.4% | +22.4% |
| 6M | +39.5% | +7.4% | +32.1% | +32.4% |
| YTD | +13.5% | +15.2% | -1.7% | +2.2% |
| 1Y | +14.9% | +16.5% | -1.7% | +2.3% |
| All | +51.5% | +52.6% | -1.1% | -1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling