+6.3%
CART vs MTCH
+10.1%
-3.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.7% | -4.3% | -5.3% |
| 7D | -4.1% | -1.8% | -2.3% | -3.3% |
| 30D | -4.3% | +10.4% | -14.8% | -8.3% |
| 3M | +13.1% | +21.0% | -7.9% | +3.5% |
| 6M | +26.0% | +36.6% | -10.6% | +10.7% |
| YTD | +6.7% | +29.7% | -23.0% | -4.8% |
| 1Y | +6.3% | +8.6% | -2.3% | -10.3% |
| All | +6.3% | +10.1% | -3.8% | -10.3% |
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