+226.9%
MTZ vs CART
+111.7%
+115.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.4% | -2.8% | -4.8% |
| 7D | -10.6% | +1.2% | -11.8% | -10.8% |
| 30D | -30.4% | +27.1% | -57.5% | -33.4% |
| 3M | -40.4% | +27.4% | -67.8% | -43.3% |
| 6M | -63.7% | +32.1% | -95.8% | -65.8% |
| YTD | -26.9% | +28.5% | -55.4% | -30.9% |
| 1Y | -20.2% | +58.8% | -79.0% | -29.2% |
| All | +226.9% | +111.7% | +115.2% | +158.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling