-24.8%
CCL vs MDT
+5.4%
-30.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | -5.0% | +3.2% | -8.3% | -6.2% |
| 30D | -20.3% | +9.5% | -29.9% | -23.2% |
| 3M | -15.1% | +16.0% | -31.1% | -20.1% |
| 6M | -15.1% | +0.2% | -15.3% | -15.0% |
| YTD | -21.8% | -0.3% | -21.5% | -22.3% |
| 1Y | -24.8% | +4.7% | -29.5% | -27.9% |
| All | -24.8% | +5.4% | -30.2% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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