+74.7%
CART vs MKC
-35.7%
+110.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.5% |
| 7D | +1.3% | -3.0% | +4.3% | +1.6% |
| 30D | +19.2% | +4.8% | +14.3% | +18.6% |
| 3M | +17.6% | -12.8% | +30.4% | +19.0% |
| 6M | +47.4% | +5.0% | +42.3% | +46.7% |
| YTD | +30.9% | -29.1% | +59.9% | +35.1% |
| 1Y | +46.0% | -26.4% | +72.4% | +49.7% |
| 3Y | +130.3% | -21.6% | +151.9% | +123.7% |
| All | +74.7% | -35.7% | +110.3% | +84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling