+441.9%
CARR vs MDB
+252.5%
+189.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.2% | +1.5% |
| 7D | +1.6% | -17.4% | +19.0% | +3.5% |
| 30D | -8.7% | -2.0% | -6.7% | -8.8% |
| 3M | -12.6% | -3.0% | -9.6% | -12.8% |
| 6M | -1.5% | +48.7% | -50.2% | -7.3% |
| YTD | +14.3% | -12.1% | +26.4% | +13.6% |
| 1Y | -4.6% | +14.5% | -19.1% | -8.6% |
| 3Y | +7.3% | -6.1% | +13.5% | +0.7% |
| 5Y | +11.6% | -27.3% | +39.0% | -1.1% |
| All | +441.9% | +252.5% | +189.4% | +564.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling