+421.5%
CARR vs MCO
+189.0%
+232.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +0.7% |
| 7D | -3.8% | -3.8% | 0.0% | -2.0% |
| 30D | -8.9% | -0.4% | -8.5% | -8.9% |
| 3M | -17.3% | +7.7% | -25.0% | -20.8% |
| 6M | -1.4% | +7.0% | -8.4% | -5.8% |
| YTD | +10.0% | -6.4% | +16.4% | +11.3% |
| 1Y | -6.4% | -7.6% | +1.3% | -4.9% |
| 3Y | +1.5% | +43.2% | -41.7% | -19.8% |
| 5Y | +9.3% | +29.6% | -20.3% | -12.6% |
| All | +421.5% | +189.0% | +232.5% | +206.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 10y: compounded portfolio wealth divided by compounded MCO 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…
10y analysis · Full analysis span regression · 6 months rolling