+72.5%
CART vs MTCH
-4.0%
+76.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +3.0% | -5.7% | +8.7% | +4.4% |
| 30D | +28.6% | -4.5% | +33.0% | +29.8% |
| 3M | +29.1% | +7.1% | +21.9% | +26.3% |
| 6M | +44.7% | +3.8% | +40.9% | +42.5% |
| YTD | +29.2% | +23.6% | +5.6% | +21.9% |
| 1Y | +66.2% | +22.2% | +43.9% | +57.0% |
| 3Y | +112.8% | +43.6% | +69.2% | +86.0% |
| All | +72.5% | -4.0% | +76.4% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling