+36.0%
MDT vs CART
+39.2%
-3.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.6% |
| 7D | -3.7% | +1.2% | -4.9% | -3.7% |
| 30D | +8.6% | +17.8% | -9.2% | +7.4% |
| 3M | +12.2% | +20.7% | -8.5% | +10.8% |
| 6M | +33.7% | +49.7% | -16.0% | +30.5% |
| YTD | +7.8% | +30.0% | -22.2% | +6.0% |
| 1Y | +8.9% | +48.4% | -39.5% | +6.0% |
| 3Y | +57.6% | +132.0% | -74.3% | +44.4% |
| All | +36.0% | +39.2% | -3.2% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling