+55.4%
CCL vs MDB
-5.3%
+60.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +0.8% |
| 7D | -5.0% | -17.4% | +12.4% | -2.2% |
| 30D | -20.3% | -2.0% | -18.3% | -20.6% |
| 3M | -15.1% | -3.0% | -12.1% | -15.6% |
| 6M | -15.1% | +48.7% | -63.8% | -23.3% |
| YTD | -21.8% | -12.1% | -9.6% | -22.3% |
| 1Y | -24.8% | +14.5% | -39.3% | -29.9% |
| All | +55.4% | -5.3% | +60.7% | +32.4% |
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