+97.0%
MCD vs CARR
+414.1%
-317.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.1% |
| 7D | -2.5% | -4.1% | +1.6% | -2.1% |
| 30D | -7.0% | -11.0% | +3.9% | -5.8% |
| 3M | -9.8% | -16.4% | +6.6% | -8.1% |
| 6M | -21.8% | -2.4% | -19.4% | -22.2% |
| YTD | -15.6% | +8.4% | -24.0% | -17.3% |
| 1Y | -15.2% | -8.0% | -7.2% | -15.2% |
| 3Y | -2.6% | +0.6% | -3.1% | -5.4% |
| 5Y | +18.9% | +7.7% | +11.1% | +11.8% |
| All | +97.0% | +414.1% | -317.0% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 10y: compounded portfolio wealth divided by compounded CARR 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…
10y analysis · Full analysis span regression · 6 months rolling