+81.2%
CCEP vs MTCH
-3.1%
+84.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.2% | -2.6% |
| 7D | -3.7% | -2.4% | -1.3% | -3.6% |
| 30D | -2.1% | +12.8% | -14.9% | -2.6% |
| 3M | +7.2% | +20.0% | -12.8% | +6.2% |
| 6M | +3.3% | +34.7% | -31.4% | +1.9% |
| YTD | +15.7% | +30.6% | -14.9% | +14.2% |
| 1Y | +16.6% | +10.9% | +5.6% | +15.6% |
| All | +81.2% | -3.1% | +84.3% | +87.5% |
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