-7.7%
CARR vs MDB
+10.9%
-18.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.3% | -6.6% | -2.2% |
| 7D | -4.1% | -2.8% | -1.4% | -4.2% |
| 30D | -11.0% | -14.9% | +3.9% | -11.1% |
| 3M | -16.4% | +7.3% | -23.7% | -15.8% |
| 6M | -2.4% | +38.2% | -40.6% | -1.1% |
| YTD | +8.4% | -10.9% | +19.3% | +9.1% |
| All | -7.7% | +10.9% | -18.5% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling