Carhart 4-Factor Model Calculator

Extend Fama-French analysis with the Carhart momentum factor (WML: Winners Minus Losers). Decompose mutual fund and portfolio returns into market, size, value, and momentum factor exposures to assess true manager alpha.

Principal ($)
Annual Rate (%)
Years
Compounding / Year
$ Finance Disclaimer: These calculators are for educational and illustrative purposes only. Results do not constitute financial advice. Consult a licensed financial advisor before making investment or borrowing decisions.
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How to Use

Enter the values for the scenario you are assessing. Extend Fama-French analysis with the Carhart momentum factor (WML: Winners Minus Losers). Decompose mutual fund and portfolio returns into market, size, value, and momentum factor exposures to assess true manager alpha. Use the carhart 4-factor result to inform your calculation.

Frequently Asked Questions