+9.0%
MGY vs CART
+39.2%
-30.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -6.1% | +0.3% | -6.4% | -6.2% |
| 30D | -3.9% | +22.4% | -26.4% | -6.1% |
| 3M | -11.0% | +15.6% | -26.6% | -12.6% |
| 6M | -15.6% | +44.9% | -60.5% | -19.7% |
| YTD | +7.8% | +30.0% | -22.2% | +3.8% |
| 1Y | +5.8% | +56.6% | -50.8% | -1.0% |
| 3Y | +16.5% | +131.9% | -115.4% | +1.1% |
| All | +9.0% | +39.2% | -30.3% | -4.4% |
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