+1.4%
CCL vs MPC
+645.9%
-644.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -5.0% | +5.4% | -10.5% | -6.8% |
| 30D | -20.3% | +31.0% | -51.3% | -27.7% |
| 3M | -15.1% | +46.0% | -61.2% | -26.6% |
| 6M | -15.1% | +77.3% | -92.4% | -33.9% |
| YTD | -21.8% | +141.9% | -163.7% | -48.0% |
| 1Y | -24.8% | +120.9% | -145.7% | -47.9% |
| 3Y | +51.9% | +182.7% | -130.8% | -13.7% |
| All | +1.4% | +645.9% | -644.5% | -74.9% |
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