+2,708.7%
MPC vs CARR
+441.9%
+2,266.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | 0.0% |
| 7D | +5.4% | +1.6% | +3.9% | +4.9% |
| 30D | +31.0% | -8.7% | +39.7% | +34.7% |
| 3M | +46.0% | -12.6% | +58.6% | +51.1% |
| 6M | +77.3% | -1.5% | +78.9% | +73.5% |
| YTD | +141.9% | +14.3% | +127.6% | +123.7% |
| 1Y | +120.9% | -4.6% | +125.5% | +117.2% |
| 3Y | +182.7% | +7.3% | +175.3% | +157.4% |
| 5Y | +646.4% | +11.6% | +634.8% | +551.0% |
| All | +2,708.7% | +441.9% | +2,266.8% | +1,166.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling