+99.1%
MCD vs CARR
+441.9%
-342.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.6% |
| 7D | -2.8% | +1.6% | -4.4% | -3.0% |
| 30D | -6.0% | -8.7% | +2.7% | -5.0% |
| 3M | -5.6% | -12.6% | +7.0% | -4.4% |
| 6M | -21.9% | -1.5% | -20.3% | -22.3% |
| YTD | -14.7% | +14.3% | -29.0% | -16.9% |
| 1Y | -17.3% | -4.6% | -12.7% | -17.6% |
| 3Y | -2.2% | +7.3% | -9.5% | -5.8% |
| 5Y | +20.3% | +11.6% | +8.6% | +12.6% |
| All | +99.1% | +441.9% | -342.8% | +61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling