+258.3%
CCL vs MCO
+7,504.3%
-7,245.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -0.1% |
| 7D | -0.1% | -2.7% | +2.6% | +1.2% |
| 30D | -20.0% | +0.9% | -20.9% | -20.5% |
| 3M | -13.7% | +8.7% | -22.3% | -17.5% |
| 6M | -9.0% | +2.4% | -11.4% | -10.5% |
| YTD | -22.8% | -5.2% | -17.6% | -21.7% |
| 1Y | -25.3% | -4.4% | -20.9% | -24.7% |
| 3Y | +54.1% | +45.1% | +8.9% | +27.9% |
| 5Y | +3.5% | +31.5% | -28.0% | -8.7% |
| 10Y | -41.0% | +380.7% | -421.8% | -69.4% |
| All | +258.3% | +7,504.3% | -7,245.9% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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