+74.7%
CART vs MKTX
-23.5%
+98.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.7% |
| 7D | +1.3% | +0.2% | +1.0% | +1.3% |
| 30D | +19.2% | +0.9% | +18.3% | +19.1% |
| 3M | +17.6% | +2.6% | +15.0% | +17.3% |
| 6M | +47.4% | +20.4% | +26.9% | +44.9% |
| YTD | +30.9% | -7.1% | +37.9% | +32.6% |
| 1Y | +46.0% | -2.8% | +48.7% | +47.0% |
| 3Y | +130.3% | -21.7% | +152.1% | +139.7% |
| All | +74.7% | -23.5% | +98.2% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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