+6.9%
MCD vs CART
+38.4%
-31.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | +7.1% | +3.0% | +4.2% | +7.0% |
| 30D | +19.8% | +28.6% | -8.8% | +18.4% |
| 3M | +0.8% | +29.1% | -28.3% | -0.5% |
| 6M | -1.3% | +44.7% | -46.0% | -3.1% |
| YTD | -7.8% | +29.2% | -37.0% | -9.0% |
| 1Y | -5.0% | +66.2% | -71.1% | -7.4% |
| 3Y | +10.5% | +112.8% | -102.3% | +4.0% |
| All | +6.9% | +38.4% | -31.5% | +1.7% |
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