+39.2%
CCEP vs MSTZ
-99.2%
+138.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.2% | -7.4% | +0.8% |
| 7D | -1.0% | -25.4% | +24.4% | -1.0% |
| 30D | -1.6% | -60.9% | +59.3% | -1.8% |
| 3M | +11.9% | -54.2% | +66.0% | +11.6% |
| 6M | +7.5% | -65.0% | +72.4% | +7.3% |
| YTD | +18.7% | -76.5% | +95.2% | +18.4% |
| 1Y | +21.4% | -23.4% | +44.8% | +21.3% |
| All | +39.2% | -99.2% | +138.4% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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