-19.1%
MCHP vs CART
+38.4%
-57.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | +0.6% | -10.6% | -10.1% |
| 7D | -24.6% | +3.0% | -27.5% | -24.9% |
| 30D | -25.2% | +28.6% | -53.8% | -28.1% |
| 3M | -21.1% | +29.1% | -50.1% | -24.2% |
| 6M | -42.7% | +44.7% | -87.4% | -46.1% |
| YTD | -6.9% | +29.2% | -36.1% | -11.1% |
| 1Y | +0.9% | +66.2% | -65.3% | -8.5% |
| 3Y | -16.2% | +112.8% | -129.0% | -28.9% |
| All | -19.1% | +38.4% | -57.5% | -30.9% |
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