+66.2%
CART vs MKC
-22.0%
+88.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +0.7% |
| 7D | +3.0% | +2.3% | +0.6% | +2.9% |
| 30D | +28.6% | +8.1% | +20.5% | +28.2% |
| 3M | +29.1% | -6.4% | +35.5% | +29.2% |
| 6M | +44.7% | +1.8% | +42.9% | +45.4% |
| YTD | +29.2% | -26.9% | +56.1% | +29.0% |
| 1Y | +66.2% | -21.7% | +87.9% | +64.8% |
| All | +66.2% | -22.0% | +88.2% | +64.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling