+73.5%
CART vs MKC
-36.0%
+109.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.3% |
| 7D | +0.3% | -2.4% | +2.7% | +0.5% |
| 30D | +22.4% | +5.4% | +17.1% | +21.7% |
| 3M | +15.6% | -11.1% | +26.8% | +16.8% |
| 6M | +44.9% | -1.4% | +46.3% | +45.1% |
| YTD | +30.0% | -29.4% | +59.4% | +34.2% |
| 1Y | +56.6% | -24.7% | +81.4% | +60.1% |
| 3Y | +131.9% | -21.8% | +153.8% | +125.0% |
| All | +73.5% | -36.0% | +109.5% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling