+60.8%
MET vs CART
+21.6%
+39.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.4% | -1.5% |
| 7D | +1.2% | +1.0% | +0.1% | +1.1% |
| 30D | +1.4% | +12.6% | -11.2% | +0.3% |
| 3M | +17.7% | +23.1% | -5.4% | +15.3% |
| 6M | +35.0% | +39.5% | -4.5% | +30.1% |
| YTD | +26.3% | +13.5% | +12.7% | +24.2% |
| 1Y | +22.8% | +14.9% | +8.0% | +20.2% |
| All | +60.8% | +21.6% | +39.2% | +51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling