+127.2%
MTZ vs CART
+40.2%
+87.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.7% | +3.9% | +4.5% |
| 7D | +12.9% | -0.6% | +13.5% | +13.0% |
| 30D | -8.5% | +23.1% | -31.6% | -11.8% |
| 3M | -30.6% | +19.2% | -49.8% | -32.9% |
| 6M | -55.1% | +45.7% | -100.8% | -58.4% |
| YTD | -13.0% | +30.9% | -43.8% | -17.8% |
| 1Y | -4.3% | +50.2% | -54.4% | -12.8% |
| 3Y | +284.0% | +133.5% | +150.5% | +210.3% |
| All | +127.2% | +40.2% | +87.0% | +94.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling