+30.8%
MGY vs CART
+11.0%
+19.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.8% | +4.2% | +1.7% |
| 7D | +1.5% | -9.5% | +11.0% | +2.6% |
| 30D | +6.8% | -7.8% | +14.6% | +7.7% |
| 3M | +2.6% | +10.4% | -7.8% | +0.9% |
| 6M | -3.1% | +20.1% | -23.2% | -5.9% |
| YTD | +29.4% | +3.7% | +25.7% | +27.9% |
| 1Y | +22.3% | +2.6% | +19.7% | +20.5% |
| All | +30.8% | +11.0% | +19.7% | +17.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling