+118.4%
MMM vs CART
+21.6%
+96.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.3% |
| 7D | -3.3% | +1.0% | -4.4% | -3.4% |
| 30D | -7.0% | +12.6% | -19.6% | -8.2% |
| 3M | +10.8% | +23.1% | -12.3% | +8.4% |
| 6M | +5.8% | +39.5% | -33.8% | +1.7% |
| YTD | +6.8% | +13.5% | -6.8% | +5.0% |
| 1Y | +10.4% | +14.9% | -4.5% | +8.0% |
| All | +118.4% | +21.6% | +96.8% | +95.1% |
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