+159.9%
MPC vs CART
+38.4%
+121.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | -16.2% | +3.0% | -19.1% | -16.4% |
| 30D | -15.7% | +28.6% | -44.3% | -17.3% |
| 3M | +24.9% | +29.1% | -4.2% | +22.2% |
| 6M | +52.7% | +44.7% | +7.9% | +47.5% |
| YTD | +131.9% | +29.2% | +102.6% | +126.0% |
| 1Y | +96.6% | +66.2% | +30.5% | +87.1% |
| 3Y | +163.8% | +112.8% | +51.0% | +140.4% |
| All | +159.9% | +38.4% | +121.5% | +137.9% |
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