+184.8%
MPC vs CARR
+8.3%
+176.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | -8.8% | -4.3% | -4.6% | -8.3% |
| 30D | -14.4% | -4.2% | -10.2% | -13.9% |
| 3M | +21.9% | -16.1% | +38.0% | +25.1% |
| 6M | +60.1% | -20.1% | +80.2% | +64.7% |
| YTD | +142.3% | +1.9% | +140.4% | +132.3% |
| 1Y | +101.7% | -6.1% | +107.8% | +97.7% |
| 3Y | +184.8% | +7.3% | +177.5% | +167.3% |
| All | +184.8% | +8.3% | +176.4% | +167.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling