-0.9%
CCL vs MDY
+45.8%
-46.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -0.2% |
| 7D | -4.4% | -0.8% | -3.6% | -3.1% |
| 30D | -18.2% | -3.9% | -14.3% | -12.1% |
| 3M | -17.7% | 0.0% | -17.7% | -17.2% |
| 6M | -13.0% | +8.5% | -21.5% | -23.4% |
| YTD | -24.5% | +13.2% | -37.7% | -38.2% |
| 1Y | -26.9% | +15.0% | -42.0% | -41.7% |
| 3Y | +50.8% | +49.6% | +1.2% | -24.5% |
| 5Y | -0.9% | +46.0% | -46.9% | -43.6% |
| All | -0.9% | +45.8% | -46.8% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling