+421.5%
CARR vs MDY
+222.5%
+199.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +0.7% |
| 7D | -3.8% | -1.9% | -1.9% | -2.0% |
| 30D | -8.9% | -4.6% | -4.3% | -4.5% |
| 3M | -17.3% | -1.2% | -16.1% | -16.1% |
| 6M | -1.4% | +9.2% | -10.6% | -8.6% |
| YTD | +10.0% | +13.1% | -3.1% | -1.4% |
| 1Y | -6.4% | +13.0% | -19.4% | -15.9% |
| 3Y | +1.5% | +49.2% | -47.7% | -28.5% |
| 5Y | +9.3% | +47.2% | -37.9% | -22.1% |
| All | +421.5% | +222.5% | +199.0% | +149.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling