-14.8%
CCL vs MDLN
+4.5%
-19.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -5.0% | +3.7% | -8.8% | -5.9% |
| 30D | -20.3% | -0.2% | -20.1% | -20.4% |
| 3M | -15.1% | +6.2% | -21.4% | -16.8% |
| 6M | -15.1% | -14.7% | -0.4% | -11.6% |
| YTD | -21.8% | -12.9% | -8.9% | -17.5% |
| All | -14.8% | +4.5% | -19.3% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 1y: compounded portfolio wealth divided by compounded MDLN 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…
1y analysis · Full analysis span regression · 6 months rolling