-18.2%
MDT vs CARR
+8.3%
-26.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.2% | -1.0% |
| 7D | -3.4% | -3.8% | +0.4% | -2.8% |
| 30D | +0.2% | -8.9% | +9.1% | +1.8% |
| 3M | +14.3% | -17.3% | +31.6% | +17.7% |
| 6M | +4.0% | -1.4% | +5.4% | +3.1% |
| YTD | -3.7% | +10.0% | -13.7% | -7.0% |
| 1Y | -0.4% | -6.4% | +6.0% | -0.6% |
| 3Y | +23.3% | +1.5% | +21.8% | +17.6% |
| All | -18.2% | +8.3% | -26.5% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling