+807.8%
CCL vs MKC
+3,376.8%
-2,569.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | -5.0% | -5.9% | +0.8% | -3.3% |
| 30D | -20.3% | -0.9% | -19.5% | -20.2% |
| 3M | -15.1% | +12.7% | -27.9% | -18.5% |
| 6M | -15.1% | -19.3% | +4.2% | -10.1% |
| YTD | -21.8% | -22.2% | +0.4% | -16.7% |
| 1Y | -24.8% | -23.3% | -1.4% | -19.6% |
| 3Y | +51.9% | -30.0% | +81.9% | +64.9% |
| 5Y | +4.0% | -33.8% | +37.8% | +14.0% |
| 10Y | -42.2% | +24.4% | -66.7% | -50.3% |
| All | +807.8% | +3,376.8% | -2,569.0% | +189.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling