+395.6%
CARR vs MLM
+260.3%
+135.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.3% |
| 7D | +2.2% | -2.0% | +4.2% | +3.3% |
| 30D | -0.8% | +9.5% | -10.3% | -5.8% |
| 3M | -13.4% | -4.7% | -8.7% | -11.5% |
| 6M | -16.4% | -10.7% | -5.7% | -11.9% |
| YTD | +4.5% | -16.6% | +21.1% | +13.9% |
| 1Y | -1.4% | -15.4% | +14.0% | +6.7% |
| 3Y | +10.0% | +15.9% | -5.9% | +0.1% |
| 5Y | +4.2% | +27.1% | -22.9% | -11.5% |
| All | +395.6% | +260.3% | +135.2% | +186.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling