+1.5%
CARR vs MXL
+222.8%
-221.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.5% | -6.1% | +0.8% |
| 7D | -3.8% | +18.9% | -22.6% | -5.2% |
| 30D | -8.9% | +0.3% | -9.2% | -9.2% |
| 3M | -17.3% | -8.0% | -9.3% | -18.2% |
| 6M | -1.4% | +341.2% | -342.6% | -22.5% |
| YTD | +10.0% | +327.8% | -317.8% | -13.5% |
| 1Y | -6.4% | +364.9% | -371.3% | -27.8% |
| 3Y | +1.5% | +229.2% | -227.7% | -20.5% |
| All | +1.5% | +222.8% | -221.3% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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