+5,979.9%
MCD vs CCL
+813.5%
+5,166.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -2.8% | -5.0% | +2.2% | -2.1% |
| 30D | -6.0% | -20.3% | +14.3% | -2.8% |
| 3M | -5.6% | -15.1% | +9.6% | -3.5% |
| 6M | -21.9% | -15.1% | -6.7% | -20.6% |
| YTD | -14.7% | -21.8% | +7.1% | -12.5% |
| 1Y | -17.3% | -24.8% | +7.5% | -15.0% |
| 3Y | -2.2% | +51.9% | -54.0% | -13.3% |
| 5Y | +20.3% | +4.0% | +16.2% | +6.2% |
| 10Y | +180.7% | -42.2% | +222.9% | +136.4% |
| All | +5,979.9% | +813.5% | +5,166.4% | +2,341.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling