+111.3%
CCEP vs MKC
-21.4%
+132.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.1% |
| 7D | +2.1% | -3.0% | +5.1% | +3.0% |
| 30D | +10.6% | +4.8% | +5.8% | +9.2% |
| 3M | +10.3% | -12.8% | +23.2% | +14.4% |
| 6M | +31.1% | +5.0% | +26.1% | +29.2% |
| YTD | +32.1% | -29.1% | +61.2% | +43.2% |
| 1Y | +32.8% | -26.4% | +59.2% | +42.5% |
| 3Y | +111.3% | -21.6% | +133.0% | +123.4% |
| All | +111.3% | -21.4% | +132.8% | +123.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling