+421.5%
CARR vs MKC
-13.2%
+434.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | -3.8% | -1.5% | -2.3% | -3.4% |
| 30D | -8.9% | -3.1% | -5.8% | -8.2% |
| 3M | -17.3% | +5.2% | -22.5% | -18.9% |
| 6M | -1.4% | -12.8% | +11.4% | +2.1% |
| YTD | +10.0% | -23.3% | +33.3% | +18.1% |
| 1Y | -6.4% | -24.1% | +17.8% | +0.6% |
| 3Y | +1.5% | -32.1% | +33.7% | +12.3% |
| 5Y | +9.3% | -32.8% | +42.1% | +19.0% |
| All | +421.5% | -13.2% | +434.7% | +355.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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