+553.1%
MA vs CCEP
+301.0%
+252.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | 0.0% |
| 7D | +2.3% | +2.6% | -0.3% | +1.1% |
| 30D | +14.7% | +15.1% | -0.5% | +7.3% |
| 3M | +13.5% | +7.3% | +6.2% | +9.6% |
| 6M | +33.1% | +23.4% | +9.7% | +20.1% |
| YTD | +15.1% | +29.4% | -14.3% | +0.6% |
| 1Y | +18.7% | +34.2% | -15.5% | +1.9% |
| 3Y | +72.1% | +108.4% | -36.3% | +16.7% |
| 5Y | +92.8% | +147.3% | -54.5% | +17.8% |
| All | +553.1% | +301.0% | +252.1% | +230.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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