+49.4%
MAR vs CART
+60.1%
-10.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | +4.3% | +3.0% | +1.3% | +4.2% |
| 30D | +16.8% | +28.6% | -11.7% | +16.0% |
| 3M | +16.0% | +29.1% | -13.0% | +15.3% |
| 6M | +16.5% | +44.7% | -28.3% | +15.5% |
| YTD | +35.0% | +29.2% | +5.8% | +35.0% |
| 1Y | +49.4% | +66.2% | -16.8% | +41.6% |
| All | +49.4% | +60.1% | -10.7% | +41.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling