+10.7%
CARR vs MKC
-33.0%
+43.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.4% |
| 7D | -3.8% | -1.5% | -2.3% | -3.5% |
| 30D | -8.9% | -3.1% | -5.8% | -8.3% |
| 3M | -17.3% | +5.2% | -22.5% | -18.6% |
| 6M | -1.4% | -12.8% | +11.4% | +1.5% |
| YTD | +10.0% | -23.3% | +33.3% | +16.7% |
| 1Y | -6.4% | -24.1% | +17.8% | -0.5% |
| 3Y | +1.5% | -32.1% | +33.7% | +11.2% |
| All | +10.7% | -33.0% | +43.7% | +17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling