+9.3%
MCO vs CART
+61.3%
-52.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.6% | +3.3% | +4.6% |
| 7D | +10.7% | +1.4% | +9.3% | +10.4% |
| 30D | +17.9% | +29.7% | -11.8% | +11.7% |
| 3M | +9.5% | +29.7% | -20.3% | +3.6% |
| 6M | +18.1% | +36.8% | -18.7% | +10.3% |
| YTD | +4.1% | +31.7% | -27.5% | -4.0% |
| 1Y | +9.3% | +62.4% | -53.1% | -2.7% |
| All | +9.3% | +61.3% | -52.0% | -2.7% |
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 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