+86.8%
MET vs CART
+112.9%
-26.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.4% |
| 7D | +1.3% | +1.5% | -0.2% | +1.2% |
| 30D | +4.0% | +22.4% | -18.4% | +2.0% |
| 3M | +4.6% | +16.5% | -11.9% | +3.0% |
| 6M | +32.8% | +44.9% | -12.1% | +27.5% |
| YTD | +32.3% | +30.0% | +2.3% | +28.1% |
| 1Y | +37.1% | +59.1% | -21.9% | +29.4% |
| 3Y | +86.8% | +138.8% | -52.0% | +71.5% |
| All | +86.8% | +112.9% | -26.1% | +71.5% |
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