+230.1%
CCEP vs MTCH
+208.0%
+22.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.3% |
| 7D | -2.8% | +1.3% | -4.1% | -3.0% |
| 30D | -4.0% | +15.9% | -19.9% | -5.9% |
| 3M | +5.2% | +23.3% | -18.1% | +2.1% |
| 6M | +2.7% | +40.1% | -37.4% | -2.2% |
| YTD | +14.5% | +33.6% | -19.1% | +9.6% |
| 1Y | +17.2% | +14.1% | +3.1% | +14.4% |
| 3Y | +79.3% | +1.4% | +77.9% | +74.3% |
| 5Y | +106.8% | -73.1% | +179.9% | +138.4% |
| All | +230.1% | +208.0% | +22.1% | +170.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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