+238.1%
CCEP vs MTB
+172.8%
+65.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | -3.7% | +1.1% | -4.7% | -4.0% |
| 30D | -2.1% | -4.6% | +2.5% | -0.6% |
| 3M | +7.2% | +6.3% | +0.9% | +4.9% |
| 6M | +3.3% | +15.6% | -12.3% | -1.8% |
| YTD | +15.7% | +20.6% | -4.9% | +8.2% |
| 1Y | +16.6% | +22.5% | -6.0% | +8.2% |
| 3Y | +84.3% | +114.4% | -30.2% | +35.2% |
| 5Y | +109.0% | +101.9% | +7.1% | +52.0% |
| 10Y | +238.1% | +170.4% | +67.7% | +111.0% |
| All | +238.1% | +172.8% | +65.3% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling