+36.8%
MDT vs CART
+39.2%
-2.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +2.7% | +0.3% | +2.5% | +2.7% |
| 30D | +14.8% | +22.4% | -7.6% | +13.3% |
| 3M | +14.6% | +15.6% | -1.1% | +13.4% |
| 6M | +35.7% | +44.9% | -9.2% | +32.6% |
| YTD | +8.5% | +30.0% | -21.5% | +6.7% |
| 1Y | +13.3% | +56.6% | -43.4% | +9.9% |
| 3Y | +58.6% | +131.9% | -73.4% | +45.3% |
| All | +36.8% | +39.2% | -2.4% | +30.7% |
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