+49.0%
CCL vs MKC
-31.2%
+80.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.3% | -2.0% |
| 7D | -4.4% | -4.3% | -0.1% | -3.5% |
| 30D | -18.2% | -3.1% | -15.1% | -17.7% |
| 3M | -17.7% | +6.8% | -24.5% | -18.9% |
| 6M | -13.0% | -18.3% | +5.3% | -8.4% |
| YTD | -24.5% | -23.1% | -1.4% | -19.4% |
| 1Y | -26.9% | -23.7% | -3.3% | -21.9% |
| All | +49.0% | -31.2% | +80.2% | +66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling