+12.0%
CARR vs MLM
+43.0%
-31.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.7% |
| 7D | +3.2% | +1.4% | +1.9% | +2.3% |
| 30D | -7.7% | -6.5% | -1.1% | -3.7% |
| 3M | -11.9% | -7.4% | -4.5% | -8.1% |
| 6M | +2.0% | -15.8% | +17.8% | +13.4% |
| YTD | +13.2% | -17.4% | +30.6% | +26.3% |
| 1Y | -8.5% | -17.9% | +9.4% | +2.4% |
| 3Y | +5.0% | +18.9% | -13.9% | -9.8% |
| 5Y | +12.0% | +43.4% | -31.5% | -17.7% |
| All | +12.0% | +43.0% | -31.0% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling