-0.4%
MDT vs CARR
-5.9%
+5.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.2% | -0.8% |
| 7D | -3.4% | -3.8% | +0.4% | -3.2% |
| 30D | +0.2% | -8.9% | +9.1% | +0.6% |
| 3M | +14.3% | -17.3% | +31.6% | +15.0% |
| 6M | +4.0% | -1.4% | +5.4% | +3.2% |
| YTD | -3.7% | +10.0% | -13.7% | -5.4% |
| 1Y | -0.4% | -6.4% | +6.0% | +2.0% |
| All | -0.4% | -5.9% | +5.5% | +2.0% |
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