-34.0%
CCL vs MDT
+62.9%
-97.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.2% | -2.1% |
| 7D | -1.2% | +1.0% | -2.2% | -2.1% |
| 30D | +13.1% | +9.2% | +4.0% | +3.9% |
| 3M | +3.4% | +14.5% | -11.1% | -10.2% |
| 6M | +18.7% | +37.3% | -18.6% | -15.2% |
| YTD | -2.3% | +9.8% | -12.1% | -13.2% |
| 1Y | +14.2% | +10.5% | +3.7% | +0.3% |
| 3Y | +133.6% | +57.4% | +76.1% | +35.9% |
| 5Y | +33.5% | +1.2% | +32.3% | +25.7% |
| All | -34.0% | +62.9% | -97.0% | -53.0% |
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