+171.2%
MPC vs CART
+21.6%
+149.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.4% |
| 7D | +5.4% | +1.0% | +4.4% | +5.4% |
| 30D | +31.0% | +12.6% | +18.4% | +29.6% |
| 3M | +46.0% | +23.1% | +22.9% | +43.1% |
| 6M | +77.3% | +39.5% | +37.8% | +71.8% |
| YTD | +141.9% | +13.5% | +128.4% | +138.5% |
| 1Y | +120.9% | +14.9% | +106.0% | +116.9% |
| All | +171.2% | +21.6% | +149.6% | +151.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling