-60.3%
CCL vs MDB
+1,017.4%
-1,077.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +1.0% |
| 7D | -5.0% | -17.4% | +12.4% | -1.4% |
| 30D | -20.3% | -2.0% | -18.3% | -20.6% |
| 3M | -15.1% | -3.0% | -12.1% | -15.7% |
| 6M | -15.1% | +48.7% | -63.8% | -24.8% |
| YTD | -21.8% | -12.1% | -9.6% | -22.9% |
| 1Y | -24.8% | +14.5% | -39.3% | -30.9% |
| 3Y | +51.9% | -6.1% | +58.0% | +34.8% |
| 5Y | +4.0% | -27.3% | +31.4% | -12.9% |
| All | -60.3% | +1,017.4% | -1,077.7% | -79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling