+149.7%
CCEP vs MLM
+30.6%
+119.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.2% | +6.4% | +2.9% |
| 7D | +5.7% | -1.2% | +7.0% | +6.1% |
| 30D | +15.3% | +7.9% | +7.4% | +12.5% |
| 3M | +8.0% | -4.5% | +12.5% | +9.3% |
| 6M | +26.7% | -12.6% | +39.4% | +31.3% |
| YTD | +30.7% | -14.9% | +45.6% | +35.7% |
| 1Y | +36.5% | -13.1% | +49.6% | +40.7% |
| 3Y | +111.1% | +21.2% | +89.9% | +85.9% |
| 5Y | +149.7% | +32.0% | +117.7% | +106.1% |
| All | +149.7% | +30.6% | +119.1% | +106.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling