-43.4%
CCL vs MDY
+175.0%
-218.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | +0.6% |
| 7D | -4.3% | -2.5% | -1.8% | 0.0% |
| 30D | -19.0% | -5.0% | -13.9% | -11.4% |
| 3M | -13.1% | +0.5% | -13.6% | -13.4% |
| 6M | -13.3% | +8.0% | -21.3% | -22.4% |
| YTD | -25.2% | +12.2% | -37.4% | -37.1% |
| 1Y | -27.2% | +14.0% | -41.2% | -40.3% |
| 3Y | +49.2% | +48.2% | +1.1% | -19.6% |
| 5Y | +0.4% | +46.1% | -45.7% | -39.5% |
| All | -43.4% | +175.0% | -218.3% | -81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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