-2.4%
CARR vs MDLN
-25.6%
+23.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.9% | +2.6% | -1.7% |
| 7D | -4.1% | -11.5% | +7.3% | -2.9% |
| 30D | -11.0% | -7.6% | -3.4% | -10.2% |
| 3M | -16.4% | -11.4% | -5.0% | -16.0% |
| 6M | -2.4% | -24.5% | +22.1% | -2.7% |
| All | -2.4% | -25.6% | +23.2% | -2.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling