-60.8%
CCL vs MDB
+978.8%
-1,039.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.1% | -0.6% |
| 7D | -0.1% | -18.0% | +17.9% | +3.9% |
| 30D | -20.0% | -10.7% | -9.2% | -18.6% |
| 3M | -13.7% | +1.0% | -14.6% | -15.0% |
| 6M | -9.0% | +31.6% | -40.6% | -17.1% |
| YTD | -22.8% | -15.2% | -7.6% | -23.3% |
| 1Y | -25.3% | +10.1% | -35.4% | -30.8% |
| 3Y | +54.1% | -5.6% | +59.7% | +36.4% |
| 5Y | +3.5% | -24.5% | +28.0% | -13.6% |
| All | -60.8% | +978.8% | -1,039.6% | -79.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling