+77.3%
MP vs CART
+41.0%
+36.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.6% | -6.6% | -5.4% |
| 7D | -12.5% | +1.4% | -13.9% | -12.8% |
| 30D | -23.3% | +29.7% | -53.0% | -27.3% |
| 3M | -24.4% | +29.7% | -54.1% | -28.5% |
| 6M | -45.8% | +36.8% | -82.6% | -49.6% |
| YTD | -28.9% | +31.7% | -60.6% | -33.7% |
| 1Y | -34.6% | +62.4% | -97.0% | -41.9% |
| 3Y | +118.7% | +120.1% | -1.4% | +67.3% |
| All | +77.3% | +41.0% | +36.3% | +41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling