+151.9%
CARR vs MP
+257.7%
-105.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.9% | -6.5% | -2.1% |
| 7D | -2.3% | -10.5% | +8.2% | -1.2% |
| 30D | -4.4% | -23.5% | +19.2% | -1.6% |
| 3M | -17.8% | -25.4% | +7.7% | -15.4% |
| 6M | -22.2% | -51.3% | +29.0% | -16.8% |
| YTD | +0.7% | -29.9% | +30.6% | +2.5% |
| 1Y | -5.9% | -31.8% | +25.9% | -4.4% |
| 3Y | +8.6% | +127.0% | -118.4% | -12.1% |
| 5Y | +6.7% | -3.3% | +10.0% | -6.0% |
| All | +151.9% | +257.7% | -105.7% | +100.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling