+258.1%
MTZ vs CART
+112.9%
+145.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.6% | +9.0% | +9.4% |
| 7D | -6.4% | +3.0% | -9.4% | -6.9% |
| 30D | -22.1% | +28.6% | -50.6% | -25.6% |
| 3M | -32.7% | +29.1% | -61.8% | -36.1% |
| 6M | -59.8% | +44.7% | -104.5% | -62.9% |
| YTD | -19.9% | +29.2% | -49.1% | -24.4% |
| 1Y | -11.5% | +66.2% | -77.6% | -22.4% |
| 3Y | +258.1% | +112.8% | +145.3% | +183.0% |
| All | +258.1% | +112.9% | +145.2% | +183.0% |
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