+230.4%
CCEP vs MKC
+29.3%
+201.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -5.7% | -2.8% | -2.9% | -4.8% |
| 30D | -3.4% | -3.4% | 0.0% | -2.3% |
| 3M | +5.5% | +3.8% | +1.7% | +3.9% |
| 6M | +2.2% | -17.9% | +20.2% | +8.7% |
| YTD | +14.6% | -23.6% | +38.3% | +24.6% |
| 1Y | +18.9% | -23.1% | +42.0% | +28.6% |
| 3Y | +82.6% | -31.5% | +114.1% | +103.0% |
| 5Y | +107.0% | -33.1% | +140.1% | +127.1% |
| All | +230.4% | +29.3% | +201.1% | +177.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling