+21.3%
CCL vs MP
-13.9%
+35.2%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -6.0% | +0.5% | -4.2% |
| 7D | +2.6% | -19.0% | +21.6% | +7.3% |
| 30D | +11.3% | -30.5% | +41.8% | +20.2% |
| 3M | +0.3% | -29.6% | +29.8% | +7.3% |
| 6M | +16.1% | -50.4% | +66.6% | +32.7% |
| YTD | -1.6% | -33.2% | +31.7% | +2.5% |
| 1Y | +11.8% | -38.6% | +50.3% | +17.3% |
| 3Y | +139.6% | +105.5% | +34.1% | +35.1% |
| 5Y | +21.3% | -7.8% | +29.1% | -2.1% |
| All | +21.3% | -13.9% | +35.2% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling