+73.5%
CART vs MTB
+92.2%
-18.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | -0.1% |
| 7D | +1.5% | -0.8% | +2.3% | +1.7% |
| 30D | +22.4% | +2.4% | +20.0% | +21.5% |
| 3M | +16.5% | -10.5% | +27.0% | +20.2% |
| 6M | +44.9% | +6.4% | +38.5% | +41.7% |
| YTD | +30.0% | +12.8% | +17.2% | +23.9% |
| 1Y | +59.1% | +23.3% | +35.8% | +46.7% |
| 3Y | +138.8% | +108.2% | +30.6% | +70.9% |
| All | +73.5% | +92.2% | -18.7% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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