+421.5%
CARR vs MDB
+246.3%
+175.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.1% | +4.6% | +1.8% |
| 7D | -3.8% | -1.8% | -2.0% | -3.6% |
| 30D | -8.9% | -17.3% | +8.4% | -7.4% |
| 3M | -17.3% | +2.2% | -19.5% | -18.0% |
| 6M | -1.4% | +33.9% | -35.3% | -6.0% |
| YTD | +10.0% | -13.7% | +23.7% | +9.5% |
| 1Y | -6.4% | +9.1% | -15.4% | -9.8% |
| 3Y | +1.5% | -8.1% | +9.7% | -4.6% |
| 5Y | +9.3% | -25.9% | +35.2% | -3.0% |
| All | +421.5% | +246.3% | +175.2% | +540.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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