+81.4%
MP vs CART
+40.2%
+41.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | +0.1% | +0.6% |
| 7D | +2.3% | -0.6% | +2.9% | +2.4% |
| 30D | -15.3% | +23.1% | -38.4% | -18.8% |
| 3M | -33.5% | +19.2% | -52.7% | -36.1% |
| 6M | -45.5% | +45.7% | -91.2% | -49.9% |
| YTD | -27.3% | +30.9% | -58.2% | -32.0% |
| 1Y | -40.7% | +50.2% | -90.9% | -46.4% |
| 3Y | +145.9% | +133.5% | +12.3% | +85.0% |
| All | +81.4% | +40.2% | +41.2% | +45.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling