+18.1%
MCHP vs CART
+14.4%
+3.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.5% |
| 7D | +1.7% | +1.0% | +0.7% | +1.6% |
| 30D | -4.1% | +12.6% | -16.7% | -4.8% |
| 3M | -22.5% | +23.1% | -45.6% | -22.9% |
| 6M | +7.3% | +39.5% | -32.3% | +6.4% |
| YTD | +18.4% | +13.5% | +4.8% | +20.2% |
| 1Y | +18.1% | +14.9% | +3.3% | +20.6% |
| All | +18.1% | +14.4% | +3.7% | +20.6% |
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 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