+10.9%
CARR vs MLM
+15.7%
-4.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.1% |
| 7D | +3.5% | -0.9% | +4.4% | +4.0% |
| 30D | +0.4% | +9.0% | -8.7% | -5.1% |
| 3M | -14.1% | -5.6% | -8.5% | -11.4% |
| 6M | -16.7% | -10.7% | -6.0% | -11.6% |
| YTD | +4.2% | -17.2% | +21.4% | +15.0% |
| 1Y | -0.2% | -14.2% | +14.0% | +7.6% |
| 3Y | +10.9% | +15.6% | -4.8% | -6.5% |
| All | +10.9% | +15.7% | -4.8% | -6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling