+133.6%
CCL vs MDB
-11.2%
+144.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | -0.1% |
| 7D | -1.2% | +6.8% | -8.0% | -2.2% |
| 30D | +13.1% | -6.2% | +19.3% | +13.9% |
| 3M | +3.4% | -29.2% | +32.6% | +7.9% |
| 6M | +18.7% | +10.3% | +8.4% | +13.3% |
| YTD | -2.3% | -20.4% | +18.1% | -2.3% |
| 1Y | +14.2% | -4.8% | +19.0% | +9.5% |
| 3Y | +133.6% | -11.6% | +145.2% | +105.5% |
| All | +133.6% | -11.2% | +144.8% | +105.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling