+104.7%
MPC vs CARR
-3.7%
+108.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.0% | +0.4% | +3.7% |
| 7D | +2.6% | -1.9% | +4.5% | +2.3% |
| 30D | -12.2% | -1.1% | -11.1% | -12.3% |
| 3M | +20.1% | -13.8% | +33.9% | +18.8% |
| 6M | +60.6% | -16.5% | +77.1% | +58.7% |
| YTD | +150.6% | +4.9% | +145.7% | +145.7% |
| 1Y | +104.7% | -2.7% | +107.3% | +103.6% |
| All | +104.7% | -3.7% | +108.3% | +103.6% |
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