+117.2%
MPC vs CARR
-1.4%
+118.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +0.5% | -8.6% | -8.0% |
| 7D | -10.9% | -0.7% | -10.3% | -10.9% |
| 30D | -9.4% | +0.3% | -9.7% | -9.3% |
| 3M | +26.0% | -14.9% | +40.9% | +24.6% |
| 6M | +56.5% | -14.9% | +71.4% | +55.3% |
| YTD | +144.3% | +7.0% | +137.3% | +141.9% |
| 1Y | +117.2% | -1.8% | +119.0% | +118.1% |
| All | +117.2% | -1.4% | +118.7% | +118.1% |
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 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