+111.3%
CCEP vs MTCH
+47.1%
+64.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.4% |
| 7D | +2.1% | +6.7% | -4.6% | +1.7% |
| 30D | +10.6% | -1.8% | +12.4% | +10.6% |
| 3M | +10.3% | +12.2% | -1.9% | +9.7% |
| 6M | +31.1% | +16.6% | +14.5% | +30.0% |
| YTD | +32.1% | +31.8% | +0.3% | +30.3% |
| 1Y | +32.8% | +30.8% | +2.0% | +31.0% |
| 3Y | +111.3% | +49.6% | +61.7% | +106.7% |
| All | +111.3% | +47.1% | +64.3% | +106.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling