-2.6%
MCD vs CARR
+2.2%
-4.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.8% |
| 7D | -2.9% | +0.6% | -3.5% | -2.9% |
| 30D | -6.7% | -8.7% | +1.9% | -6.4% |
| 3M | -9.6% | -18.4% | +8.8% | -8.9% |
| 6M | -22.3% | -0.6% | -21.7% | -22.8% |
| YTD | -15.4% | +10.9% | -26.4% | -16.6% |
| 1Y | -16.8% | -7.3% | -9.5% | -17.1% |
| All | -2.6% | +2.2% | -4.8% | -4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling