+106.6%
MCK vs CART
+12.5%
+94.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.2% |
| 7D | -4.4% | -8.7% | +4.3% | -4.5% |
| 30D | -2.2% | -4.4% | +2.1% | -2.3% |
| 3M | +11.6% | +14.6% | -3.1% | +11.8% |
| 6M | -4.9% | +24.4% | -29.3% | -4.4% |
| YTD | +7.7% | +5.0% | +2.7% | +8.3% |
| 1Y | +25.2% | +0.5% | +24.7% | +26.0% |
| All | +106.6% | +12.5% | +94.1% | +114.0% |
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 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