+21.9%
CCL vs MDB
-8.5%
+30.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.1% | +9.3% | +7.4% |
| 7D | +11.6% | -16.5% | +28.2% | +12.8% |
| 30D | +22.5% | -8.6% | +31.1% | +23.0% |
| 3M | +6.4% | -13.6% | +20.0% | +6.8% |
| 6M | +23.4% | +24.1% | -0.7% | +19.5% |
| YTD | +4.2% | -21.8% | +26.0% | +2.7% |
| 1Y | +21.9% | -7.7% | +29.6% | +20.5% |
| All | +21.9% | -8.5% | +30.4% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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