+383.2%
CARR vs MLM
+267.9%
+115.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.3% |
| 7D | -4.3% | -2.9% | -1.4% | -2.7% |
| 30D | -4.2% | +10.4% | -14.6% | -9.4% |
| 3M | -16.1% | -3.7% | -12.4% | -14.7% |
| 6M | -20.1% | -10.3% | -9.8% | -16.0% |
| YTD | +1.9% | -14.8% | +16.7% | +9.9% |
| 1Y | -6.1% | -13.9% | +7.8% | +0.7% |
| 3Y | +7.3% | +18.4% | -11.1% | -3.5% |
| 5Y | +4.4% | +31.8% | -27.4% | -12.9% |
| All | +383.2% | +267.9% | +115.3% | +176.4% |
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