+441.9%
CARR vs MLM
+258.5%
+183.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | -0.1% | +0.4% |
| 7D | +1.6% | -2.9% | +4.5% | +3.1% |
| 30D | -8.7% | -6.8% | -1.9% | -5.3% |
| 3M | -12.6% | -11.2% | -1.3% | -7.3% |
| 6M | -1.5% | -21.8% | +20.3% | +12.0% |
| YTD | +14.3% | -17.0% | +31.3% | +25.3% |
| 1Y | -4.6% | -16.4% | +11.8% | +4.1% |
| 3Y | +7.3% | +14.5% | -7.1% | -1.5% |
| 5Y | +11.6% | +41.7% | -30.1% | -9.0% |
| All | +441.9% | +258.5% | +183.4% | +215.2% |
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