+169.3%
MP vs CART
+21.6%
+147.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.6% |
| 7D | -2.9% | +1.0% | -3.9% | -3.1% |
| 30D | +13.8% | +12.6% | +1.2% | +10.9% |
| 3M | -16.7% | +23.1% | -39.8% | -20.5% |
| 6M | -11.5% | +39.5% | -51.0% | -18.1% |
| YTD | +7.9% | +13.5% | -5.6% | +4.1% |
| 1Y | -15.0% | +14.9% | -29.9% | -19.0% |
| All | +169.3% | +21.6% | +147.7% | +122.5% |
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