+53.0%
MDT vs CART
+112.9%
-59.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -2.9% |
| 7D | +5.4% | +3.0% | +2.5% | +5.3% |
| 30D | +19.1% | +28.6% | -9.5% | +17.5% |
| 3M | +19.5% | +29.1% | -9.6% | +17.8% |
| 6M | +33.5% | +44.7% | -11.3% | +31.1% |
| YTD | +8.7% | +29.2% | -20.5% | +7.4% |
| 1Y | +16.8% | +66.2% | -49.4% | +13.8% |
| 3Y | +53.0% | +112.8% | -59.8% | +45.8% |
| All | +53.0% | +112.9% | -59.9% | +45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling