+52.3%
CCL vs MDT
+26.9%
+25.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.3% |
| 7D | -0.1% | +0.4% | -0.5% | -0.3% |
| 30D | -20.0% | +6.0% | -26.0% | -22.6% |
| 3M | -13.7% | +15.5% | -29.2% | -20.6% |
| 6M | -9.0% | +3.4% | -12.4% | -10.3% |
| YTD | -22.8% | -2.2% | -20.7% | -22.0% |
| 1Y | -25.3% | +2.6% | -27.9% | -27.0% |
| All | +52.3% | +26.9% | +25.3% | +37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling