+38.4%
CART vs MTCH
+1.4%
+37.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -3.0% |
| 7D | -9.5% | -2.4% | -7.1% | -8.9% |
| 30D | -7.8% | +12.8% | -20.5% | -10.6% |
| 3M | +10.4% | +20.0% | -9.5% | +5.1% |
| 6M | +20.1% | +34.7% | -14.7% | +11.3% |
| YTD | +3.7% | +30.6% | -26.9% | -3.3% |
| 1Y | +2.6% | +10.9% | -8.4% | -1.3% |
| All | +38.4% | +1.4% | +37.0% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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