+315.8%
CCL vs MDY
+2,597.3%
-2,281.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.2% | -2.9% |
| 7D | -0.3% | +3.0% | -3.4% | -3.8% |
| 30D | +10.3% | +0.8% | +9.5% | +9.6% |
| 3M | +6.6% | -5.1% | +11.7% | +14.0% |
| 6M | +20.0% | +1.2% | +18.9% | +19.6% |
| YTD | -1.9% | +12.5% | -14.4% | -12.6% |
| 1Y | +10.4% | +13.8% | -3.3% | -2.7% |
| 3Y | +134.8% | +56.4% | +78.4% | +48.1% |
| 5Y | +34.0% | +35.3% | -1.3% | +9.3% |
| 10Y | -32.5% | +167.7% | -200.3% | -68.1% |
| All | +315.8% | +2,597.3% | -2,281.5% | -74.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling