+109.1%
MCK vs CART
+11.0%
+98.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +0.2% |
| 7D | -3.6% | -9.5% | +5.9% | -3.7% |
| 30D | +1.4% | -7.8% | +9.2% | +1.3% |
| 3M | +13.8% | +10.4% | +3.4% | +14.0% |
| 6M | -5.2% | +20.1% | -25.2% | -4.7% |
| YTD | +9.0% | +3.7% | +5.3% | +9.6% |
| 1Y | +26.9% | +2.6% | +24.3% | +27.6% |
| All | +109.1% | +11.0% | +98.1% | +116.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling