+139.0%
MMM vs CART
+40.2%
+98.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.6% | -1.0% |
| 7D | -0.4% | +1.3% | -1.7% | -0.5% |
| 30D | +12.1% | +19.2% | -7.0% | +10.3% |
| 3M | +1.4% | +17.6% | -16.1% | -0.2% |
| 6M | +26.6% | +47.4% | -20.8% | +21.5% |
| YTD | +16.8% | +30.9% | -14.1% | +13.3% |
| 1Y | +10.1% | +46.0% | -35.9% | +5.2% |
| 3Y | +158.4% | +130.3% | +28.1% | +123.4% |
| All | +139.0% | +40.2% | +98.8% | +110.5% |
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