+230.4%
CCEP vs MDY
+175.0%
+55.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.3% |
| 7D | -5.7% | -2.5% | -3.2% | -4.2% |
| 30D | -3.4% | -5.0% | +1.6% | -0.3% |
| 3M | +5.5% | +0.5% | +5.0% | +4.9% |
| 6M | +2.2% | +8.0% | -5.8% | -3.0% |
| YTD | +14.6% | +12.2% | +2.5% | +6.0% |
| 1Y | +18.9% | +14.0% | +4.9% | +8.4% |
| 3Y | +82.6% | +48.2% | +34.4% | +35.3% |
| 5Y | +107.0% | +46.1% | +60.9% | +53.2% |
| All | +230.4% | +175.0% | +55.5% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MDY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling