+12.0%
CARR vs MP
+61.8%
-49.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.2% |
| 7D | +3.2% | +3.0% | +0.2% | +2.8% |
| 30D | -7.7% | +8.3% | -16.0% | -8.8% |
| 3M | -11.9% | -3.8% | -8.1% | -12.1% |
| 6M | +2.0% | -4.9% | +6.9% | +1.2% |
| YTD | +13.2% | +9.6% | +3.6% | +9.1% |
| 1Y | -8.5% | -11.7% | +3.2% | -10.8% |
| 3Y | +5.0% | +158.5% | -153.5% | -21.6% |
| 5Y | +12.0% | +68.9% | -56.9% | -12.4% |
| All | +12.0% | +61.8% | -49.8% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling