+146.0%
CCL vs MPC
+188.2%
-42.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +5.8% | -8.8% | +14.7% | +6.6% |
| 30D | +17.3% | -14.4% | +31.6% | +18.7% |
| 3M | +11.3% | +21.9% | -10.6% | +7.4% |
| 6M | +18.5% | +60.1% | -41.7% | +8.5% |
| YTD | +2.8% | +142.3% | -139.5% | -19.7% |
| 1Y | +16.7% | +101.7% | -85.0% | -2.4% |
| 3Y | +146.0% | +184.8% | -38.7% | +95.1% |
| All | +146.0% | +188.2% | -42.2% | +95.1% |
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 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