+0.4%
CCL vs MKC
-33.9%
+34.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -4.3% | -2.8% | -1.5% | -3.5% |
| 30D | -19.0% | -3.4% | -15.6% | -18.2% |
| 3M | -13.1% | +3.8% | -16.9% | -14.3% |
| 6M | -13.3% | -17.9% | +4.6% | -7.8% |
| YTD | -25.2% | -23.6% | -1.6% | -18.9% |
| 1Y | -27.2% | -23.1% | -4.1% | -21.4% |
| 3Y | +49.2% | -31.5% | +80.7% | +66.5% |
| 5Y | +0.4% | -33.1% | +33.4% | +20.7% |
| All | +0.4% | -33.9% | +34.3% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling