+22.9%
MCK vs CART
+5.1%
+17.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | +0.3% |
| 7D | -2.9% | -4.6% | +1.7% | -3.2% |
| 30D | +0.4% | +0.6% | -0.2% | +0.5% |
| 3M | +12.1% | +16.3% | -4.2% | +13.3% |
| 6M | -5.4% | +32.1% | -37.6% | -2.6% |
| YTD | +7.8% | +8.3% | -0.6% | +10.0% |
| 1Y | +22.9% | +6.1% | +16.9% | +26.8% |
| All | +22.9% | +5.1% | +17.8% | +26.8% |
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