+116.2%
MAR vs CART
+37.6%
+78.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.6% |
| 7D | +4.4% | +1.2% | +3.2% | +4.3% |
| 30D | +15.5% | +27.1% | -11.6% | +13.0% |
| 3M | +15.7% | +27.4% | -11.7% | +13.1% |
| 6M | +18.2% | +32.1% | -13.9% | +14.8% |
| YTD | +35.3% | +28.5% | +6.8% | +31.6% |
| 1Y | +48.6% | +58.8% | -10.2% | +41.0% |
| 3Y | +124.3% | +114.8% | +9.6% | +101.5% |
| All | +116.2% | +37.6% | +78.6% | +97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling