-1.8%
CARR vs MLM
-11.4%
+9.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.8% | -0.7% |
| 7D | -0.7% | +9.1% | -9.8% | -5.3% |
| 30D | +0.3% | +14.6% | -14.3% | -7.0% |
| 3M | -14.9% | +0.3% | -15.2% | -15.0% |
| 6M | -14.9% | -7.5% | -7.4% | -11.3% |
| YTD | +7.0% | -10.2% | +17.2% | +8.5% |
| 1Y | -1.8% | -10.5% | +8.7% | -0.3% |
| All | -1.8% | -11.4% | +9.6% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 1y: compounded portfolio wealth divided by compounded MLM 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…
1y analysis · Full analysis span regression · 6 months rolling