+38.1%
CCEP vs MSTZ
-99.3%
+137.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.6% | -5.7% | -3.1% |
| 7D | -3.1% | -29.7% | +26.7% | -3.1% |
| 30D | -2.6% | -65.3% | +62.7% | -2.9% |
| 3M | +14.9% | -57.3% | +72.3% | +14.7% |
| 6M | +2.3% | -61.6% | +63.9% | +2.0% |
| YTD | +17.8% | -78.3% | +96.1% | +17.5% |
| 1Y | +24.2% | -30.2% | +54.5% | +24.1% |
| All | +38.1% | -99.3% | +137.4% | +28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling