+29.0%
MGY vs CART
+14.3%
+14.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -6.0% | +8.3% | +3.0% |
| 7D | -0.9% | -4.1% | +3.2% | -0.5% |
| 30D | +10.1% | -4.3% | +14.4% | +10.5% |
| 3M | -1.5% | +13.1% | -14.6% | -3.3% |
| 6M | -4.9% | +26.0% | -30.9% | -8.2% |
| YTD | +27.7% | +6.7% | +21.0% | +25.8% |
| 1Y | +20.1% | +6.3% | +13.8% | +17.9% |
| All | +29.0% | +14.3% | +14.7% | +15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling