-34.0%
CCL vs MPC
+1,171.2%
-1,205.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | -1.2% | +11.2% | -12.4% | -7.7% |
| 30D | +13.1% | -14.5% | +27.6% | +23.0% |
| 3M | +3.4% | +16.7% | -13.3% | -8.9% |
| 6M | +18.7% | +67.6% | -48.8% | -19.7% |
| YTD | -2.3% | +157.9% | -160.2% | -53.3% |
| 1Y | +14.2% | +116.7% | -102.5% | -38.6% |
| 3Y | +133.6% | +199.8% | -66.2% | -8.1% |
| 5Y | +33.5% | +604.4% | -570.9% | -74.8% |
| All | -34.0% | +1,171.2% | -1,205.2% | -91.8% |
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