+1,093.0%
CCL vs MDT
+8,658.2%
-7,565.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | +0.3% |
| 7D | +5.8% | +2.7% | +3.1% | +4.5% |
| 30D | +17.3% | +14.8% | +2.4% | +9.5% |
| 3M | +11.3% | +14.6% | -3.2% | +3.6% |
| 6M | +18.5% | +35.7% | -17.3% | +0.7% |
| YTD | +2.8% | +8.5% | -5.7% | -2.4% |
| 1Y | +16.7% | +13.3% | +3.5% | +8.3% |
| 3Y | +146.0% | +58.6% | +87.5% | +92.4% |
| 5Y | +33.6% | -2.6% | +36.3% | +33.4% |
| 10Y | -29.4% | +60.0% | -89.4% | -39.3% |
| All | +1,093.0% | +8,658.2% | -7,565.2% | +113.7% |
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