+8.6%
MGY vs CART
+48.3%
-39.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.6% |
| 7D | +3.5% | +1.2% | +2.3% | +3.5% |
| 30D | -3.0% | +17.8% | -20.8% | -3.0% |
| 3M | -7.6% | +20.7% | -28.3% | -7.7% |
| 6M | -14.4% | +49.7% | -64.1% | -15.3% |
| YTD | +13.4% | +30.0% | -16.6% | +11.3% |
| All | +8.6% | +48.3% | -39.6% | +4.8% |
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 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