+2.3%
MDT vs CARR
+2.0%
+0.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | -0.4% |
| 7D | -0.3% | +0.6% | -1.0% | -0.3% |
| 30D | +2.8% | -8.7% | +11.4% | +3.2% |
| 3M | +13.1% | -18.4% | +31.5% | +14.2% |
| 6M | +2.3% | -0.6% | +2.9% | +0.1% |
| All | +2.3% | +2.0% | +0.3% | +0.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling