+7,646.6%
CCEP vs MTB
+7,621.1%
+25.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.3% |
| 7D | +5.4% | -0.7% | +6.0% | +5.6% |
| 30D | +12.8% | +1.4% | +11.3% | +12.3% |
| 3M | +10.9% | -11.6% | +22.5% | +14.8% |
| 6M | +25.6% | +5.4% | +20.2% | +23.5% |
| YTD | +31.0% | +11.7% | +19.2% | +26.3% |
| 1Y | +32.3% | +20.5% | +11.7% | +24.7% |
| 3Y | +110.5% | +104.5% | +6.0% | +65.7% |
| 5Y | +141.8% | +65.1% | +76.7% | +98.6% |
| 10Y | +341.1% | +119.5% | +221.6% | +217.2% |
| All | +7,646.6% | +7,621.1% | +25.6% | +1,862.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling