+108.7%
CCEP vs MKC
-33.2%
+142.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.1% | +0.8% |
| 7D | -1.0% | -4.3% | +3.4% | +0.3% |
| 30D | -1.6% | -2.0% | +0.4% | -1.1% |
| 3M | +11.9% | +10.0% | +1.9% | +8.7% |
| 6M | +7.5% | -18.5% | +26.0% | +13.2% |
| YTD | +18.7% | -22.4% | +41.2% | +26.5% |
| 1Y | +21.4% | -23.6% | +45.0% | +29.7% |
| 3Y | +89.1% | -30.4% | +119.6% | +105.5% |
| 5Y | +108.7% | -34.2% | +142.9% | +110.7% |
| All | +108.7% | -33.2% | +142.0% | +110.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling