-30.8%
CCL vs MPC
+1,096.9%
-1,127.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.2% |
| 7D | +3.1% | -16.2% | +19.3% | +14.2% |
| 30D | +13.7% | -15.7% | +29.4% | +24.5% |
| 3M | +3.8% | +24.9% | -21.1% | -13.1% |
| 6M | +9.3% | +52.7% | -43.4% | -21.7% |
| YTD | -1.1% | +131.9% | -132.9% | -49.4% |
| 1Y | +14.6% | +96.6% | -82.1% | -34.5% |
| 3Y | +146.4% | +163.8% | -17.4% | +5.6% |
| 5Y | +21.9% | +533.1% | -511.3% | -75.3% |
| All | -30.8% | +1,096.9% | -1,127.7% | -90.5% |
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