+55.4%
CCL vs MPC
+181.4%
-126.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -5.0% | +5.4% | -10.5% | -5.7% |
| 30D | -20.3% | +31.0% | -51.3% | -23.2% |
| 3M | -15.1% | +46.0% | -61.2% | -19.8% |
| 6M | -15.1% | +77.3% | -92.4% | -24.4% |
| YTD | -21.8% | +141.9% | -163.7% | -37.7% |
| 1Y | -24.8% | +120.9% | -145.7% | -38.2% |
| All | +55.4% | +181.4% | -126.0% | +18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling