-21.9%
CARR vs MULL
+2,337.2%
-2,359.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.5% |
| 7D | -3.8% | -8.4% | +4.7% | -3.1% |
| 30D | -8.9% | +9.7% | -18.6% | -10.0% |
| 3M | -17.3% | -26.8% | +9.4% | -17.8% |
| 6M | -1.4% | +220.7% | -222.1% | -17.0% |
| YTD | +10.0% | +509.0% | -499.0% | -14.8% |
| 1Y | -6.4% | +1,739.5% | -1,745.9% | -37.7% |
| All | -21.9% | +2,337.2% | -2,359.1% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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