+425.9%
CARR vs MOD
+5,535.5%
-5,109.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.4% | -1.1% |
| 7D | +0.6% | +3.6% | -3.0% | -0.3% |
| 30D | -8.7% | -2.6% | -6.0% | -8.3% |
| 3M | -18.4% | -33.1% | +14.8% | -10.5% |
| 6M | -0.6% | -7.5% | +6.9% | -0.2% |
| YTD | +10.9% | +39.3% | -28.4% | -0.1% |
| 1Y | -7.3% | +34.3% | -41.5% | -17.0% |
| 3Y | +2.9% | +296.2% | -293.3% | -34.9% |
| 5Y | +9.6% | +1,504.6% | -1,494.9% | -53.0% |
| All | +425.9% | +5,535.5% | -5,109.5% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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