+51.5%
CART vs MTCH
+2.5%
+49.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | +0.1% | -0.9% |
| 7D | +1.0% | +0.7% | +0.4% | +0.9% |
| 30D | +12.6% | +9.7% | +2.9% | +9.8% |
| 3M | +23.1% | +21.1% | +2.1% | +16.9% |
| 6M | +39.5% | +37.5% | +2.0% | +28.6% |
| YTD | +13.5% | +31.9% | -18.4% | +5.6% |
| 1Y | +14.9% | +14.6% | +0.3% | +9.7% |
| All | +51.5% | +2.5% | +49.1% | +36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling