+377.4%
CARR vs MLM
+260.9%
+116.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.3% | -0.6% |
| 7D | -2.3% | -4.1% | +1.8% | -0.1% |
| 30D | -4.4% | +8.2% | -12.5% | -8.6% |
| 3M | -17.8% | -3.6% | -14.2% | -16.5% |
| 6M | -22.2% | -15.6% | -6.7% | -15.5% |
| YTD | +0.7% | -16.4% | +17.1% | +9.7% |
| 1Y | -5.9% | -14.3% | +8.4% | +1.1% |
| 3Y | +8.6% | +19.3% | -10.7% | -2.6% |
| 5Y | +6.7% | +29.6% | -22.9% | -10.1% |
| All | +377.4% | +260.9% | +116.5% | +175.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling