-14.3%
MDB vs CART
+37.6%
-51.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -2.4% | -4.8% | -6.7% |
| 7D | -20.9% | +1.2% | -22.1% | -21.1% |
| 30D | -15.6% | +27.1% | -42.7% | -20.1% |
| 3M | -19.1% | +27.4% | -46.5% | -23.8% |
| 6M | +14.2% | +32.1% | -17.9% | +6.2% |
| YTD | -27.4% | +28.5% | -55.9% | -32.6% |
| 1Y | -13.0% | +58.8% | -71.9% | -22.7% |
| 3Y | -11.2% | +114.8% | -126.0% | -27.9% |
| All | -14.3% | +37.6% | -51.9% | -31.4% |
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