-14.3%
MTZ vs CART
+61.3%
-75.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +1.6% | -17.0% | -15.3% |
| 7D | -7.4% | +1.4% | -8.8% | -7.3% |
| 30D | -23.6% | +29.7% | -53.3% | -22.4% |
| 3M | -38.3% | +29.7% | -68.0% | -37.4% |
| 6M | -60.6% | +36.8% | -97.4% | -59.6% |
| YTD | -22.9% | +31.7% | -54.6% | -19.9% |
| 1Y | -14.3% | +62.4% | -76.7% | -12.4% |
| All | -14.3% | +61.3% | -75.6% | -12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling