+101.7%
MPC vs CART
+51.1%
+50.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -8.8% | +0.3% | -9.1% | -8.8% |
| 30D | -14.4% | +22.4% | -36.8% | -14.7% |
| 3M | +21.9% | +15.6% | +6.3% | +21.4% |
| 6M | +60.1% | +44.9% | +15.2% | +56.8% |
| YTD | +142.3% | +30.0% | +112.3% | +142.4% |
| 1Y | +101.7% | +56.6% | +45.1% | +85.8% |
| All | +101.7% | +51.1% | +50.6% | +85.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling