+139.9%
MMM vs CART
+38.4%
+101.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.4% |
| 7D | +6.2% | +3.0% | +3.2% | +6.0% |
| 30D | +14.2% | +28.6% | -14.4% | +11.6% |
| 3M | +2.9% | +29.1% | -26.2% | +0.3% |
| 6M | +27.6% | +44.7% | -17.2% | +22.7% |
| YTD | +17.3% | +29.2% | -11.9% | +13.8% |
| 1Y | +15.1% | +66.2% | -51.1% | +8.2% |
| 3Y | +157.1% | +112.8% | +44.3% | +124.4% |
| All | +139.9% | +38.4% | +101.5% | +111.6% |
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