-29.4%
CCL vs MDT
+61.0%
-90.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.5% | -3.2% | +1.6% | +1.4% |
| 30D | +16.5% | +10.5% | +5.9% | +5.8% |
| 3M | +11.2% | +13.0% | -1.8% | -2.1% |
| 6M | +22.6% | +38.7% | -16.1% | -13.3% |
| YTD | +2.6% | +8.5% | -5.9% | -7.8% |
| 1Y | +17.0% | +10.0% | +6.9% | +3.1% |
| 3Y | +145.5% | +58.6% | +86.9% | +41.8% |
| 5Y | +36.1% | -0.3% | +36.4% | +30.0% |
| 10Y | -29.4% | +61.3% | -90.7% | -48.9% |
| All | -29.4% | +61.0% | -90.5% | -48.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling