+5.7%
CCL vs MPC
+2,849.2%
-2,843.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.6% |
| 7D | +2.6% | -16.2% | +18.8% | +11.7% |
| 30D | +13.1% | -15.7% | +28.8% | +21.9% |
| 3M | +3.3% | +24.9% | -21.6% | -10.5% |
| 6M | +8.7% | +52.7% | -43.9% | -16.9% |
| YTD | -1.6% | +131.9% | -133.4% | -42.4% |
| 1Y | +14.0% | +96.6% | -82.7% | -27.1% |
| 3Y | +145.1% | +163.8% | -18.6% | +26.3% |
| 5Y | +21.2% | +533.1% | -511.9% | -63.6% |
| 10Y | -29.8% | +1,118.6% | -1,148.5% | -85.6% |
| All | +5.7% | +2,849.2% | -2,843.5% | -86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling