+122.9%
MAR vs CART
+137.8%
-14.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.6% | +2.7% |
| 7D | +2.9% | +0.3% | +2.6% | +2.8% |
| 30D | +17.0% | +22.4% | -5.4% | +14.8% |
| 3M | +23.2% | +15.6% | +7.5% | +21.3% |
| 6M | +21.7% | +44.9% | -23.2% | +17.1% |
| YTD | +38.9% | +30.0% | +8.9% | +34.8% |
| 1Y | +48.7% | +56.6% | -8.0% | +40.8% |
| 3Y | +122.9% | +131.9% | -9.0% | +95.0% |
| All | +122.9% | +137.8% | -14.9% | +95.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling