+186.0%
CARR vs MP
+450.8%
-264.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.9% |
| 7D | +1.6% | -2.9% | +4.4% | +1.9% |
| 30D | -8.7% | +13.8% | -22.6% | -10.2% |
| 3M | -12.6% | -16.7% | +4.1% | -11.4% |
| 6M | -1.5% | -11.5% | +9.9% | -1.5% |
| YTD | +14.3% | +7.9% | +6.4% | +11.2% |
| 1Y | -4.6% | -15.0% | +10.5% | -6.0% |
| 3Y | +7.3% | +153.5% | -146.2% | -13.6% |
| 5Y | +11.6% | +58.7% | -47.0% | -6.3% |
| All | +186.0% | +450.8% | -264.8% | +118.0% |
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