+171.7%
MPC vs CARR
+7.6%
+164.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.4% |
| 7D | +3.9% | +3.2% | +0.6% | +3.3% |
| 30D | +33.8% | -7.7% | +41.4% | +35.4% |
| 3M | +49.9% | -11.9% | +61.8% | +52.2% |
| 6M | +80.9% | +2.0% | +78.9% | +76.4% |
| YTD | +147.4% | +13.2% | +134.3% | +134.3% |
| 1Y | +123.2% | -8.5% | +131.7% | +123.9% |
| 3Y | +171.7% | +5.0% | +166.8% | +154.5% |
| All | +171.7% | +7.6% | +164.1% | +154.5% |
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