-43.4%
CCL vs MKC
+29.3%
-72.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -4.3% | -2.8% | -1.5% | -3.7% |
| 30D | -19.0% | -3.4% | -15.6% | -18.4% |
| 3M | -13.1% | +3.8% | -16.9% | -14.0% |
| 6M | -13.3% | -17.9% | +4.6% | -9.4% |
| YTD | -25.2% | -23.6% | -1.6% | -20.8% |
| 1Y | -27.2% | -23.1% | -4.1% | -23.1% |
| 3Y | +49.2% | -31.5% | +80.7% | +60.7% |
| 5Y | +0.4% | -33.1% | +33.4% | +8.0% |
| All | -43.4% | +29.3% | -72.7% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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