+70.5%
MET vs CART
+40.2%
+30.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | 0.0% | -0.6% | +0.6% | +0.1% |
| 30D | +3.4% | +23.1% | -19.7% | +1.5% |
| 3M | +7.0% | +19.2% | -12.2% | +5.3% |
| 6M | +34.6% | +45.7% | -11.0% | +29.8% |
| YTD | +34.0% | +30.9% | +3.1% | +30.0% |
| 1Y | +35.9% | +50.2% | -14.2% | +29.9% |
| 3Y | +85.5% | +133.5% | -48.0% | +71.9% |
| All | +70.5% | +40.2% | +30.4% | +58.1% |
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