+113.1%
MCD vs CARR
+395.6%
-282.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -1.6% | +2.2% | -3.8% | -1.9% |
| 30D | +16.0% | -0.8% | +16.8% | +16.1% |
| 3M | 0.0% | -13.4% | +13.4% | +1.6% |
| 6M | +0.9% | -16.4% | +17.4% | +2.6% |
| YTD | -8.7% | +4.5% | -13.2% | -10.2% |
| 1Y | -8.6% | -1.4% | -7.2% | -9.4% |
| 3Y | +9.9% | +10.0% | -0.2% | +5.1% |
| 5Y | +22.6% | +4.2% | +18.4% | +15.8% |
| All | +113.1% | +395.6% | -282.5% | +74.1% |
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