+302.3%
CCEP vs MLM
+167.5%
+134.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.3% | +0.4% |
| 7D | +1.7% | -3.8% | +5.5% | +2.9% |
| 30D | +12.7% | +11.0% | +1.7% | +9.0% |
| 3M | +8.5% | -3.1% | +11.5% | +9.3% |
| 6M | +25.6% | -9.8% | +35.4% | +28.7% |
| YTD | +30.9% | -14.4% | +45.3% | +35.8% |
| 1Y | +32.0% | -12.6% | +44.5% | +35.9% |
| 3Y | +110.9% | +19.7% | +91.2% | +92.0% |
| 5Y | +138.5% | +29.8% | +108.7% | +107.2% |
| 10Y | +302.3% | +153.5% | +148.8% | +172.8% |
| All | +302.3% | +167.5% | +134.9% | +172.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling