+2,809.4%
MPC vs CARR
+397.5%
+2,411.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.0% | +0.4% | +2.5% |
| 7D | +2.6% | -1.9% | +4.5% | +3.3% |
| 30D | -12.2% | -1.1% | -11.1% | -12.1% |
| 3M | +20.1% | -13.8% | +33.9% | +25.4% |
| 6M | +60.6% | -16.5% | +77.1% | +67.6% |
| YTD | +150.6% | +4.9% | +145.7% | +137.2% |
| 1Y | +104.7% | -2.7% | +107.3% | +98.8% |
| 3Y | +194.5% | +10.4% | +184.1% | +163.3% |
| 5Y | +582.3% | +7.7% | +574.6% | +497.1% |
| All | +2,809.4% | +397.5% | +2,411.9% | +1,243.0% |
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 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