+10.9%
CARR vs MDLN
-7.1%
+18.0%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.4% |
| 7D | -3.8% | -11.1% | +7.3% | -3.0% |
| 30D | -8.9% | -8.4% | -0.5% | -8.3% |
| 3M | -17.3% | -12.4% | -4.9% | -16.7% |
| 6M | -1.4% | -23.3% | +21.9% | -0.3% |
| YTD | +10.0% | -22.5% | +32.5% | +13.3% |
| All | +10.9% | -7.1% | +18.0% | +14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling