+72.5%
CART vs MKC
-33.7%
+106.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +0.9% |
| 7D | +3.0% | +2.3% | +0.6% | +2.7% |
| 30D | +28.6% | +8.1% | +20.5% | +27.5% |
| 3M | +29.1% | -6.4% | +35.5% | +29.8% |
| 6M | +44.7% | +1.8% | +42.9% | +44.4% |
| YTD | +29.2% | -26.9% | +56.1% | +33.0% |
| 1Y | +66.2% | -21.7% | +87.9% | +69.1% |
| 3Y | +112.8% | -18.7% | +131.5% | +105.5% |
| All | +72.5% | -33.7% | +106.1% | +81.3% |
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