+414.1%
CARR vs MKC
-13.6%
+427.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.5% | -2.1% |
| 7D | -4.1% | -2.8% | -1.3% | -3.4% |
| 30D | -11.0% | -3.4% | -7.6% | -10.2% |
| 3M | -16.4% | +3.8% | -20.1% | -17.7% |
| 6M | -2.4% | -17.9% | +15.6% | +2.9% |
| YTD | +8.4% | -23.6% | +32.0% | +16.5% |
| 1Y | -8.0% | -23.1% | +15.1% | -1.7% |
| 3Y | +0.6% | -31.5% | +32.1% | +10.7% |
| 5Y | +7.7% | -33.1% | +40.8% | +17.4% |
| All | +414.1% | -13.6% | +427.7% | +349.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling