+3.5%
CCL vs MDT
-19.6%
+23.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | 0.0% |
| 7D | -0.1% | +0.4% | -0.5% | -0.4% |
| 30D | -20.0% | +6.0% | -26.0% | -23.4% |
| 3M | -13.7% | +15.5% | -29.2% | -22.6% |
| 6M | -9.0% | +3.4% | -12.4% | -11.4% |
| YTD | -22.8% | -2.2% | -20.7% | -22.2% |
| 1Y | -25.3% | +2.6% | -27.9% | -27.8% |
| 3Y | +54.1% | +27.5% | +26.6% | +22.1% |
| 5Y | +3.5% | -20.1% | +23.5% | +17.5% |
| All | +3.5% | -19.6% | +23.1% | +17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling