+2,894.7%
MPC vs CARR
+394.0%
+2,500.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +11.2% | +3.5% | +7.8% | +10.1% |
| 30D | -14.5% | +0.4% | -14.8% | -14.8% |
| 3M | +16.7% | -14.1% | +30.7% | +21.9% |
| 6M | +67.6% | -16.7% | +84.2% | +75.0% |
| YTD | +157.9% | +4.2% | +153.7% | +144.7% |
| 1Y | +116.7% | -0.2% | +116.8% | +108.4% |
| 3Y | +199.8% | +10.9% | +188.9% | +167.5% |
| 5Y | +604.4% | +3.9% | +600.5% | +526.2% |
| All | +2,894.7% | +394.0% | +2,500.7% | +1,285.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling