+807.8%
CCL vs MDT
+7,952.5%
-7,144.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.4% |
| 7D | -5.0% | +3.2% | -8.3% | -6.5% |
| 30D | -20.3% | +9.5% | -29.9% | -24.0% |
| 3M | -15.1% | +16.0% | -31.1% | -21.4% |
| 6M | -15.1% | +0.2% | -15.3% | -15.5% |
| YTD | -21.8% | -0.3% | -21.5% | -22.3% |
| 1Y | -24.8% | +4.7% | -29.5% | -27.2% |
| 3Y | +51.9% | +26.5% | +25.3% | +33.2% |
| 5Y | +4.0% | -18.2% | +22.2% | +13.3% |
| 10Y | -42.2% | +40.0% | -82.2% | -47.1% |
| All | +807.8% | +7,952.5% | -7,144.7% | +70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling