+1.5%
CARR vs MTB
+114.2%
-112.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | -3.8% | 0.0% | -3.8% | -3.8% |
| 30D | -8.9% | -4.8% | -4.1% | -6.7% |
| 3M | -17.3% | +6.0% | -23.3% | -19.9% |
| 6M | -1.4% | +19.6% | -21.0% | -9.9% |
| YTD | +10.0% | +21.5% | -11.5% | -0.6% |
| 1Y | -6.4% | +24.7% | -31.1% | -16.6% |
| 3Y | +1.5% | +108.6% | -107.0% | -27.6% |
| All | +1.5% | +114.2% | -112.6% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 3y: compounded portfolio wealth divided by compounded MTB 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…
3y analysis · Full analysis span regression · 6 months rolling