+7.7%
CARR vs MDB
-22.0%
+29.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.3% | -6.6% | -2.8% |
| 7D | -4.1% | -2.8% | -1.4% | -3.8% |
| 30D | -11.0% | -14.9% | +3.9% | -9.5% |
| 3M | -16.4% | +7.3% | -23.7% | -17.8% |
| 6M | -2.4% | +38.2% | -40.6% | -8.2% |
| YTD | +8.4% | -10.9% | +19.3% | +7.5% |
| 1Y | -8.0% | +11.6% | -19.6% | -12.4% |
| 3Y | +0.6% | -0.9% | +1.5% | -7.8% |
| 5Y | +7.7% | -23.5% | +31.3% | -4.9% |
| All | +7.7% | -22.0% | +29.7% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling