+3.7%
MDB vs CART
+21.6%
-17.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.8% |
| 7D | -17.4% | +1.0% | -18.5% | -17.7% |
| 30D | -2.0% | +12.6% | -14.6% | -4.9% |
| 3M | -3.0% | +23.1% | -26.1% | -8.0% |
| 6M | +48.7% | +39.5% | +9.1% | +37.1% |
| YTD | -12.1% | +13.5% | -25.7% | -15.9% |
| 1Y | +14.5% | +14.9% | -0.4% | +8.7% |
| All | +3.7% | +21.6% | -17.9% | -14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling