+52.5%
MRK vs CART
+21.6%
+30.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | -0.1% | -1.3% |
| 7D | +1.3% | +1.0% | +0.3% | +1.3% |
| 30D | +17.1% | +12.6% | +4.5% | +17.1% |
| 3M | +25.9% | +23.1% | +2.8% | +25.9% |
| 6M | +26.8% | +39.5% | -12.7% | +26.8% |
| YTD | +44.9% | +13.5% | +31.4% | +45.2% |
| 1Y | +84.8% | +14.9% | +70.0% | +84.9% |
| All | +52.5% | +21.6% | +30.9% | +48.8% |
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