-47.9%
CCL vs MDB
+924.6%
-972.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.6% |
| 7D | -1.5% | +3.0% | -4.5% | -2.1% |
| 30D | +16.5% | -11.3% | +27.8% | +18.9% |
| 3M | +11.2% | -23.0% | +34.2% | +15.6% |
| 6M | +22.6% | +14.8% | +7.8% | +14.4% |
| YTD | +2.6% | -19.4% | +22.0% | +1.8% |
| 1Y | +17.0% | -9.0% | +25.9% | +11.9% |
| 3Y | +145.5% | -10.3% | +155.8% | +117.8% |
| 5Y | +36.1% | -38.4% | +74.5% | +16.2% |
| All | -47.9% | +924.6% | -972.5% | -72.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling