-10.8%
MDLN vs CART
+11.5%
-22.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.1% |
| 7D | +3.7% | +1.0% | +2.7% | +3.6% |
| 30D | -0.2% | +12.6% | -12.8% | -1.4% |
| 3M | +6.2% | +23.1% | -16.9% | +4.0% |
| 6M | -14.7% | +39.5% | -54.2% | -16.6% |
| YTD | -12.9% | +13.5% | -26.4% | -4.1% |
| All | -10.8% | +11.5% | -22.2% | -0.5% |
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 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