+105.4%
MOD vs CART
+37.6%
+67.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.4% | -4.9% | -6.9% |
| 7D | -34.2% | +1.2% | -35.3% | -34.3% |
| 30D | -51.9% | +27.1% | -79.0% | -53.8% |
| 3M | -53.0% | +27.4% | -80.5% | -55.1% |
| 6M | -66.4% | +32.1% | -98.5% | -68.2% |
| YTD | -31.5% | +28.5% | -60.0% | -35.2% |
| 1Y | -39.6% | +58.8% | -98.4% | -46.4% |
| 3Y | +116.8% | +114.8% | +2.1% | +81.5% |
| All | +105.4% | +37.6% | +67.8% | +67.9% |
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