+130.3%
CART vs MKC
-21.5%
+151.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.7% |
| 7D | -0.6% | -7.0% | +6.4% | -0.2% |
| 30D | +23.1% | +4.1% | +19.0% | +22.8% |
| 3M | +19.2% | -10.3% | +29.5% | +19.7% |
| 6M | +45.7% | +1.7% | +44.0% | +45.9% |
| YTD | +30.9% | -29.1% | +60.0% | +32.6% |
| 1Y | +50.2% | -26.0% | +76.2% | +51.6% |
| All | +130.3% | -21.5% | +151.8% | +131.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling