+107.2%
CCEP vs MLM
+41.9%
+65.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.3% | -3.4% |
| 7D | -3.1% | -2.9% | -0.2% | -2.2% |
| 30D | -2.6% | -6.8% | +4.2% | -0.6% |
| 3M | +14.9% | -11.2% | +26.2% | +18.6% |
| 6M | +2.3% | -21.8% | +24.1% | +9.7% |
| YTD | +17.8% | -17.0% | +34.8% | +23.4% |
| 1Y | +24.2% | -16.4% | +40.6% | +29.4% |
| 3Y | +84.7% | +14.5% | +70.2% | +67.2% |
| All | +107.2% | +41.9% | +65.3% | +68.6% |
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