-14.5%
MCHP vs CART
+40.2%
-54.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | +5.7% | +1.3% | +4.4% | +5.5% |
| 30D | -13.4% | +19.2% | -32.6% | -15.8% |
| 3M | -20.1% | +17.6% | -37.7% | -22.3% |
| 6M | -35.5% | +47.4% | -82.9% | -39.4% |
| YTD | -1.6% | +30.9% | -32.4% | -6.2% |
| 1Y | +15.5% | +46.0% | -30.5% | +7.6% |
| 3Y | -13.2% | +130.3% | -143.5% | -26.9% |
| All | -14.5% | +40.2% | -54.6% | -27.1% |
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