+14.2%
CCL vs MP
-35.6%
+49.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -0.8% |
| 7D | -1.2% | +9.5% | -10.6% | -2.3% |
| 30D | +13.1% | -3.0% | +16.1% | +13.3% |
| 3M | +3.4% | -30.4% | +33.7% | +7.3% |
| 6M | +18.7% | -39.2% | +57.9% | +24.3% |
| YTD | -2.3% | -23.3% | +21.0% | -2.1% |
| 1Y | +14.2% | -32.6% | +46.8% | +14.2% |
| All | +14.2% | -35.6% | +49.8% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 1y: compounded portfolio wealth divided by compounded MP 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…
1y analysis · Full analysis span regression · 6 months rolling