+11.8%
MGY vs CART
+14.4%
-2.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.3% | -1.4% |
| 7D | +2.1% | +1.0% | +1.0% | +2.0% |
| 30D | +13.8% | +12.6% | +1.2% | +12.6% |
| 3M | -4.3% | +23.1% | -27.4% | -6.4% |
| 6M | -5.1% | +39.5% | -44.6% | -8.1% |
| YTD | +24.8% | +13.5% | +11.3% | +24.5% |
| 1Y | +11.8% | +14.9% | -3.1% | +8.7% |
| All | +11.8% | +14.4% | -2.6% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling