+36.8%
CCEP vs MLM
-11.4%
+48.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.4% | +1.5% | +3.3% |
| 7D | +4.2% | +9.1% | -4.9% | +2.3% |
| 30D | +14.2% | +14.6% | -0.5% | +11.0% |
| 3M | +9.1% | +0.3% | +8.9% | +8.7% |
| 6M | +26.9% | -7.5% | +34.3% | +28.5% |
| YTD | +29.1% | -10.2% | +39.3% | +29.8% |
| 1Y | +36.8% | -10.5% | +47.3% | +37.8% |
| All | +36.8% | -11.4% | +48.2% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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