-34.0%
CCL vs MDY
+165.3%
-199.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.2% |
| 7D | -1.2% | +2.3% | -3.4% | -4.9% |
| 30D | +13.1% | +2.0% | +11.1% | +9.6% |
| 3M | +3.4% | -5.6% | +9.0% | +14.6% |
| 6M | +18.7% | +1.3% | +17.4% | +17.3% |
| YTD | -2.3% | +12.3% | -14.6% | -17.9% |
| 1Y | +14.2% | +15.8% | -1.6% | -8.8% |
| 3Y | +133.6% | +56.5% | +77.1% | +13.7% |
| 5Y | +33.5% | +35.1% | -1.6% | -8.7% |
| All | -34.0% | +165.3% | -199.4% | -80.7% |
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