-6.0%
MDB vs CART
+40.2%
-46.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.8% |
| 7D | +6.8% | +1.3% | +5.5% | +6.5% |
| 30D | -6.2% | +19.2% | -25.4% | -9.9% |
| 3M | -29.2% | +17.6% | -46.8% | -32.1% |
| 6M | +10.3% | +47.4% | -37.1% | +0.5% |
| YTD | -20.4% | +30.9% | -51.3% | -26.4% |
| 1Y | -4.8% | +46.0% | -50.8% | -14.0% |
| 3Y | -11.6% | +130.3% | -141.9% | -28.7% |
| All | -6.0% | +40.2% | -46.2% | -25.1% |
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