+46.2%
CCEP vs MULL
+2,481.0%
-2,434.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.8% | +0.7% |
| 7D | -1.0% | +14.0% | -15.0% | -0.9% |
| 30D | -1.6% | +24.8% | -26.4% | -1.5% |
| 3M | +11.9% | -16.1% | +28.0% | +11.7% |
| 6M | +7.5% | +330.9% | -323.4% | +5.6% |
| YTD | +18.7% | +545.0% | -526.3% | +16.4% |
| 1Y | +21.4% | +2,427.1% | -2,405.7% | +15.5% |
| All | +46.2% | +2,481.0% | -2,434.8% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 5y: compounded portfolio wealth divided by compounded MULL 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…
5y analysis · Full analysis span regression · 6 months rolling