+144.4%
MMM vs CART
+39.2%
+105.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.8% |
| 7D | +5.8% | +1.5% | +4.2% | +5.6% |
| 30D | +17.9% | +22.4% | -4.5% | +15.7% |
| 3M | +3.6% | +16.5% | -12.9% | +2.0% |
| 6M | +32.9% | +44.9% | -12.0% | +27.8% |
| YTD | +19.5% | +30.0% | -10.5% | +15.9% |
| 1Y | +16.5% | +59.1% | -42.5% | +10.2% |
| 3Y | +167.2% | +138.8% | +28.3% | +129.6% |
| All | +144.4% | +39.2% | +105.2% | +115.4% |
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