+414.1%
CARR vs MDY
+219.9%
+194.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.3% | -1.3% |
| 7D | -4.1% | -2.5% | -1.6% | -1.7% |
| 30D | -11.0% | -5.0% | -5.9% | -6.3% |
| 3M | -16.4% | +0.5% | -16.8% | -16.5% |
| 6M | -2.4% | +8.0% | -10.4% | -8.6% |
| YTD | +8.4% | +12.2% | -3.7% | -2.0% |
| 1Y | -8.0% | +14.0% | -22.0% | -18.1% |
| 3Y | +0.6% | +48.2% | -47.6% | -28.7% |
| 5Y | +7.7% | +46.1% | -38.3% | -22.6% |
| All | +414.1% | +219.9% | +194.2% | +147.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling