+104.1%
CCEP vs MOH
-19.7%
+123.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.3% |
| 7D | -2.8% | +1.7% | -4.5% | -3.0% |
| 30D | -4.0% | -0.9% | -3.1% | -4.0% |
| 3M | +5.2% | +5.7% | -0.5% | +4.6% |
| 6M | +2.7% | +39.1% | -36.4% | -0.7% |
| YTD | +14.5% | +17.7% | -3.2% | +11.6% |
| 1Y | +17.2% | +8.4% | +8.8% | +14.7% |
| 3Y | +79.3% | -36.6% | +115.9% | +82.1% |
| All | +104.1% | -19.7% | +123.8% | +98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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