+167.0%
MPC vs CART
+111.7%
+55.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.4% | -1.5% | -3.7% |
| 7D | -12.8% | +1.2% | -14.0% | -12.9% |
| 30D | -12.7% | +27.1% | -39.8% | -14.4% |
| 3M | +27.1% | +27.4% | -0.4% | +24.2% |
| 6M | +45.8% | +32.1% | +13.7% | +41.6% |
| YTD | +134.7% | +28.5% | +106.2% | +128.4% |
| 1Y | +106.0% | +58.8% | +47.2% | +95.8% |
| All | +167.0% | +111.7% | +55.3% | +139.4% |
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