+14.5%
MCHP vs CART
+47.6%
-33.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | -4.3% | +1.2% | -5.5% | -4.3% |
| 30D | -16.3% | +17.8% | -34.1% | -16.8% |
| 3M | -21.4% | +20.7% | -42.1% | -22.0% |
| 6M | -35.8% | +49.7% | -85.5% | -35.6% |
| YTD | -0.9% | +30.0% | -30.9% | +1.8% |
| 1Y | +14.5% | +48.4% | -33.9% | +16.6% |
| All | +14.5% | +47.6% | -33.0% | +16.6% |
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