+163.1%
MPC vs CART
+37.6%
+125.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.4% | -1.5% | -3.7% |
| 7D | -12.8% | +1.2% | -14.0% | -12.8% |
| 30D | -12.7% | +27.1% | -39.8% | -14.3% |
| 3M | +27.1% | +27.4% | -0.4% | +24.4% |
| 6M | +45.8% | +32.1% | +13.7% | +41.9% |
| YTD | +134.7% | +28.5% | +106.2% | +128.9% |
| 1Y | +106.0% | +58.8% | +47.2% | +96.8% |
| 3Y | +165.5% | +114.8% | +50.7% | +142.0% |
| All | +163.1% | +37.6% | +125.5% | +140.9% |
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