+62.8%
MET vs CART
+38.4%
+24.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.5% |
| 7D | -1.2% | +3.0% | -4.1% | -1.4% |
| 30D | +3.2% | +28.6% | -25.3% | +1.0% |
| 3M | -1.1% | +29.1% | -30.2% | -3.4% |
| 6M | +25.0% | +44.7% | -19.7% | +20.5% |
| YTD | +27.9% | +29.2% | -1.3% | +24.2% |
| 1Y | +32.9% | +66.2% | -33.3% | +25.5% |
| 3Y | +78.8% | +112.8% | -34.0% | +65.9% |
| All | +62.8% | +38.4% | +24.4% | +51.1% |
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 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