-15.4%
MDLN vs CART
+4.8%
-20.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -6.0% | +0.8% | -4.6% |
| 7D | -1.2% | -4.1% | +2.9% | -0.7% |
| 30D | -1.5% | -4.3% | +2.8% | -1.1% |
| 3M | +2.6% | +13.1% | -10.5% | +1.3% |
| 6M | -20.9% | +26.0% | -46.9% | -21.8% |
| YTD | -17.4% | +6.7% | -24.1% | -8.5% |
| All | -15.4% | +4.8% | -20.1% | -5.0% |
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