+119.6%
MPC vs CARR
-9.9%
+129.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.9% |
| 7D | +1.2% | -4.1% | +5.3% | +0.9% |
| 30D | +17.0% | -11.0% | +27.9% | +16.0% |
| 3M | +49.5% | -16.4% | +65.8% | +47.8% |
| 6M | +83.5% | -2.4% | +85.9% | +82.8% |
| YTD | +144.1% | +8.4% | +135.7% | +144.0% |
| 1Y | +119.6% | -8.0% | +127.6% | +111.7% |
| All | +119.6% | -9.9% | +129.5% | +111.7% |
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