+33.9%
CCL vs MP
-13.0%
+46.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -1.2% |
| 7D | -1.2% | +9.5% | -10.6% | -3.2% |
| 30D | +13.1% | -3.0% | +16.1% | +13.5% |
| 3M | +3.4% | -30.4% | +33.7% | +11.3% |
| 6M | +18.7% | -39.2% | +57.9% | +29.8% |
| YTD | -2.3% | -23.3% | +21.0% | -1.4% |
| 1Y | +14.2% | -32.6% | +46.8% | +18.0% |
| 3Y | +133.6% | +159.3% | -25.7% | +17.7% |
| All | +33.9% | -13.0% | +46.8% | +6.6% |
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