+386.1%
CARR vs MLM
+269.8%
+116.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +0.5% |
| 7D | -3.3% | -3.8% | +0.5% | -1.3% |
| 30D | -3.6% | +11.0% | -14.6% | -9.1% |
| 3M | -16.3% | -3.1% | -13.3% | -15.2% |
| 6M | -19.6% | -9.8% | -9.8% | -15.7% |
| YTD | +2.5% | -14.4% | +16.9% | +10.2% |
| 1Y | -5.8% | -12.6% | +6.8% | +0.1% |
| 3Y | +10.2% | +19.7% | -9.5% | -1.4% |
| 5Y | +4.7% | +29.8% | -25.1% | -12.2% |
| All | +386.1% | +269.8% | +116.3% | +177.3% |
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 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