+73.5%
CART vs MTCH
-3.3%
+76.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | +1.5% | -6.6% | +8.1% | +3.2% |
| 30D | +22.4% | -4.4% | +26.8% | +23.5% |
| 3M | +16.5% | +6.0% | +10.5% | +14.3% |
| 6M | +44.9% | +7.4% | +37.5% | +41.4% |
| YTD | +30.0% | +24.5% | +5.5% | +22.3% |
| 1Y | +59.1% | +22.3% | +36.8% | +50.2% |
| 3Y | +138.8% | +42.4% | +96.4% | +108.3% |
| All | +73.5% | -3.3% | +76.8% | +57.9% |
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