+6,233.2%
CCEP vs MLM
+2,961.7%
+3,271.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.3% | -3.4% |
| 7D | -3.1% | -2.9% | -0.2% | -2.3% |
| 30D | -2.6% | -6.8% | +4.2% | -0.9% |
| 3M | +14.9% | -11.2% | +26.2% | +18.1% |
| 6M | +2.3% | -21.8% | +24.1% | +8.6% |
| YTD | +17.8% | -17.0% | +34.8% | +22.8% |
| 1Y | +24.2% | -16.4% | +40.6% | +28.9% |
| 3Y | +84.7% | +14.5% | +70.2% | +74.0% |
| 5Y | +103.2% | +41.7% | +61.4% | +78.9% |
| 10Y | +257.4% | +200.0% | +57.3% | +148.4% |
| All | +6,233.2% | +2,961.7% | +3,271.4% | +2,224.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling