-29.4%
CCL vs MPC
+1,145.2%
-1,174.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.4% | -3.6% | -2.3% |
| 7D | -1.5% | +2.6% | -4.1% | -3.1% |
| 30D | +16.5% | -12.2% | +28.7% | +24.5% |
| 3M | +11.2% | +20.1% | -8.9% | -3.8% |
| 6M | +22.6% | +60.6% | -38.0% | -14.8% |
| YTD | +2.6% | +150.6% | -148.0% | -50.1% |
| 1Y | +17.0% | +104.7% | -87.7% | -34.6% |
| 3Y | +145.5% | +194.5% | -48.9% | -2.4% |
| 5Y | +36.1% | +582.3% | -546.2% | -73.7% |
| 10Y | -29.4% | +1,135.3% | -1,164.7% | -91.1% |
| All | -29.4% | +1,145.2% | -1,174.6% | -91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 10y: compounded portfolio wealth divided by compounded MPC 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…
10y analysis · Full analysis span regression · 6 months rolling