+7.9%
CARR vs MDLN
+15.3%
-7.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +18.4% | -17.8% | -0.8% |
| 7D | -0.7% | +24.7% | -25.3% | -2.4% |
| 30D | +0.3% | +12.7% | -12.4% | -0.7% |
| 3M | -14.9% | -4.0% | -10.9% | -15.1% |
| 6M | -14.9% | -8.7% | -6.2% | -15.0% |
| YTD | +7.0% | -3.9% | +10.9% | +8.3% |
| All | +7.9% | +15.3% | -7.4% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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