+213.3%
MCD vs CCL
-28.6%
+242.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +7.3% | +5.8% | +1.5% | +6.6% |
| 30D | +20.0% | +17.3% | +2.7% | +17.8% |
| 3M | +3.8% | +11.3% | -7.5% | +2.4% |
| 6M | +3.8% | +18.5% | -14.7% | +1.4% |
| YTD | -5.9% | +2.8% | -8.7% | -7.1% |
| 1Y | -3.2% | +16.7% | -20.0% | -6.0% |
| 3Y | +13.3% | +146.0% | -132.7% | -1.7% |
| 5Y | +25.2% | +33.6% | -8.4% | +12.8% |
| 10Y | +213.3% | -29.4% | +242.8% | +169.2% |
| All | +213.3% | -28.6% | +242.0% | +169.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 10y: compounded portfolio wealth divided by compounded CCL 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…
10y analysis · Full analysis span regression · 6 months rolling