-15.2%
MCD vs CARR
-9.9%
-5.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | -0.2% |
| 7D | -2.5% | -4.1% | +1.6% | -2.6% |
| 30D | -7.0% | -11.0% | +3.9% | -7.2% |
| 3M | -9.8% | -16.4% | +6.6% | -10.1% |
| 6M | -21.8% | -2.4% | -19.4% | -22.5% |
| YTD | -15.6% | +8.4% | -24.0% | -16.6% |
| 1Y | -15.2% | -8.0% | -7.2% | -18.3% |
| All | -15.2% | -9.9% | -5.2% | -18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling