+6,475.2%
MCD vs CCL
+1,049.3%
+5,425.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +7.1% | +2.6% | +4.5% | +6.7% |
| 30D | +19.8% | +13.1% | +6.7% | +17.5% |
| 3M | +0.8% | +3.3% | -2.5% | 0.0% |
| 6M | -1.3% | +8.7% | -10.0% | -3.2% |
| YTD | -7.8% | -1.6% | -6.2% | -8.9% |
| 1Y | -5.0% | +14.0% | -18.9% | -8.5% |
| 3Y | +10.5% | +145.1% | -134.6% | -9.2% |
| 5Y | +22.0% | +21.2% | +0.7% | +5.5% |
| 10Y | +216.7% | -29.8% | +246.5% | +158.9% |
| All | +6,475.2% | +1,049.3% | +5,425.9% | +2,443.8% |
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