+9.5%
MGY vs CART
+61.3%
-51.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.6% | -6.8% | -5.3% |
| 7D | -12.1% | +1.4% | -13.5% | -12.1% |
| 30D | -2.6% | +29.7% | -32.3% | -3.0% |
| 3M | -4.2% | +29.7% | -34.0% | -5.0% |
| 6M | -23.9% | +36.8% | -60.7% | -24.7% |
| YTD | +8.8% | +31.7% | -22.8% | +8.3% |
| 1Y | +9.5% | +62.4% | -52.9% | -1.5% |
| All | +9.5% | +61.3% | -51.8% | -1.5% |
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 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