+22.2%
CCL vs MPC
+527.1%
-504.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | +2.6% | -16.2% | +18.8% | +7.8% |
| 30D | +13.1% | -15.7% | +28.8% | +18.1% |
| 3M | +3.3% | +24.9% | -21.6% | -5.9% |
| 6M | +8.7% | +52.7% | -43.9% | -9.1% |
| YTD | -1.6% | +131.9% | -133.4% | -34.0% |
| 1Y | +14.0% | +96.6% | -82.7% | -17.4% |
| 3Y | +145.1% | +163.8% | -18.6% | +44.0% |
| All | +22.2% | +527.1% | -504.9% | -66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling