+143.3%
MMM vs CART
+37.6%
+105.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -3.0% |
| 7D | +5.9% | +1.2% | +4.7% | +5.8% |
| 30D | +14.7% | +27.1% | -12.3% | +12.2% |
| 3M | +3.6% | +27.4% | -23.9% | +1.0% |
| 6M | +32.7% | +32.1% | +0.6% | +28.7% |
| YTD | +18.9% | +28.5% | -9.5% | +15.5% |
| 1Y | +16.4% | +58.8% | -42.4% | +10.0% |
| 3Y | +159.8% | +114.8% | +45.1% | +126.3% |
| All | +143.3% | +37.6% | +105.7% | +114.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling