+115.7%
MAR vs CART
+38.4%
+77.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | +4.3% | +3.0% | +1.3% | +4.0% |
| 30D | +16.8% | +28.6% | -11.7% | +14.2% |
| 3M | +16.0% | +29.1% | -13.0% | +13.2% |
| 6M | +16.5% | +44.7% | -28.3% | +12.3% |
| YTD | +35.0% | +29.2% | +5.8% | +31.3% |
| 1Y | +49.4% | +66.2% | -16.8% | +41.0% |
| 3Y | +124.1% | +112.8% | +11.3% | +101.3% |
| All | +115.7% | +38.4% | +77.4% | +96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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