-1.6%
MDLN vs CART
+29.2%
-30.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +1.6% | +16.8% | +18.2% |
| 7D | +24.7% | +1.4% | +23.3% | +24.5% |
| 30D | +12.7% | +29.7% | -17.0% | +9.9% |
| 3M | -4.0% | +29.7% | -33.7% | -6.4% |
| 6M | -8.7% | +36.8% | -45.5% | -10.4% |
| YTD | -3.9% | +31.7% | -35.6% | +4.4% |
| All | -1.6% | +29.2% | -30.8% | +8.3% |
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