+56.6%
CART vs MTCH
+21.0%
+35.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.3% |
| 7D | +1.5% | -6.6% | +8.1% | +4.1% |
| 30D | +22.4% | -4.4% | +26.8% | +23.8% |
| 3M | +16.5% | +6.0% | +10.5% | +12.0% |
| 6M | +44.9% | +7.4% | +37.5% | +37.1% |
| YTD | +30.0% | +24.5% | +5.5% | +15.7% |
| All | +56.6% | +21.0% | +35.6% | +40.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling