+22.8%
CCL vs MPC
+527.1%
-504.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.8% |
| 7D | +3.1% | -16.2% | +19.3% | +8.3% |
| 30D | +13.7% | -15.7% | +29.4% | +18.7% |
| 3M | +3.8% | +24.9% | -21.1% | -5.5% |
| 6M | +9.3% | +52.7% | -43.4% | -8.6% |
| YTD | -1.1% | +131.9% | -132.9% | -33.7% |
| 1Y | +14.6% | +96.6% | -82.1% | -17.0% |
| 3Y | +146.4% | +163.8% | -17.4% | +44.8% |
| All | +22.8% | +527.1% | -504.3% | -66.0% |
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 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