+66.6%
MP vs CART
+37.6%
+29.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.4% | -3.6% | -5.6% |
| 7D | -19.0% | +1.2% | -20.2% | -19.1% |
| 30D | -30.5% | +27.1% | -57.6% | -33.8% |
| 3M | -29.6% | +27.4% | -57.0% | -33.2% |
| 6M | -50.4% | +32.1% | -82.5% | -53.6% |
| YTD | -33.2% | +28.5% | -61.7% | -37.4% |
| 1Y | -38.6% | +58.8% | -97.4% | -45.2% |
| 3Y | +105.5% | +114.8% | -9.3% | +57.9% |
| All | +66.6% | +37.6% | +29.0% | +34.0% |
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