+10.7%
CARR vs MDY
+46.3%
-35.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +0.6% |
| 7D | -3.8% | -1.9% | -1.9% | -1.7% |
| 30D | -8.9% | -4.6% | -4.3% | -4.0% |
| 3M | -17.3% | -1.2% | -16.1% | -15.9% |
| 6M | -1.4% | +9.2% | -10.6% | -9.5% |
| YTD | +10.0% | +13.1% | -3.1% | -2.8% |
| 1Y | -6.4% | +13.0% | -19.4% | -17.2% |
| 3Y | +1.5% | +49.2% | -47.7% | -32.2% |
| All | +10.7% | +46.3% | -35.6% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling