+122.3%
MTZ vs CART
+39.2%
+83.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.1% |
| 7D | +16.5% | +1.2% | +15.3% | +16.3% |
| 30D | -10.2% | +17.8% | -28.0% | -12.7% |
| 3M | -34.2% | +20.7% | -54.9% | -36.4% |
| 6M | -56.0% | +49.7% | -105.7% | -59.4% |
| YTD | -14.8% | +30.0% | -44.9% | -19.5% |
| 1Y | -7.2% | +48.4% | -55.6% | -15.3% |
| 3Y | +275.8% | +132.0% | +143.8% | +203.9% |
| All | +122.3% | +39.2% | +83.1% | +90.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling