+36.8%
CCEP vs MKC
-18.2%
+55.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.4% | -1.6% | +2.0% |
| 7D | +4.2% | +9.6% | -5.3% | +1.2% |
| 30D | +14.2% | +12.0% | +2.1% | +10.1% |
| 3M | +9.1% | -2.0% | +11.2% | +9.3% |
| 6M | +26.9% | +7.2% | +19.7% | +23.8% |
| YTD | +29.1% | -23.7% | +52.8% | +35.5% |
| 1Y | +36.8% | -18.3% | +55.1% | +40.8% |
| All | +36.8% | -18.2% | +55.0% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling