-4.6%
CARR vs MP
-17.4%
+12.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +1.0% |
| 7D | +1.6% | -2.9% | +4.4% | +1.7% |
| 30D | -8.7% | +13.8% | -22.6% | -9.6% |
| 3M | -12.6% | -16.7% | +4.1% | -12.6% |
| 6M | -1.5% | -11.5% | +9.9% | -2.4% |
| YTD | +14.3% | +7.9% | +6.4% | +12.5% |
| 1Y | -4.6% | -15.0% | +10.5% | -5.3% |
| All | -4.6% | -17.4% | +12.8% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 1y: compounded portfolio wealth divided by compounded MP 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…
1y analysis · Full analysis span regression · 6 months rolling