+112.8%
CART vs MTB
+95.2%
+17.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.8% |
| 7D | +3.0% | -1.3% | +4.3% | +3.4% |
| 30D | +28.6% | +0.5% | +28.0% | +28.4% |
| 3M | +29.1% | -12.4% | +41.5% | +33.8% |
| 6M | +44.7% | +1.5% | +43.2% | +43.7% |
| YTD | +29.2% | +10.3% | +18.9% | +24.2% |
| 1Y | +66.2% | +22.2% | +44.0% | +53.9% |
| 3Y | +112.8% | +96.9% | +15.9% | +49.4% |
| All | +112.8% | +95.2% | +17.6% | +49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling