+10.4%
MMM vs CART
+14.4%
-4.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | -3.3% | +1.0% | -4.4% | -3.3% |
| 30D | -7.0% | +12.6% | -19.6% | -7.2% |
| 3M | +10.8% | +23.1% | -12.3% | +10.5% |
| 6M | +5.8% | +39.5% | -33.8% | +5.1% |
| YTD | +6.8% | +13.5% | -6.8% | +6.6% |
| 1Y | +10.4% | +14.9% | -4.5% | +9.0% |
| All | +10.4% | +14.4% | -4.0% | +9.0% |
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