+569.6%
MA vs CCEP
+342.1%
+227.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -1.8% | +1.8% | -3.5% | -2.6% |
| 30D | +11.0% | +12.2% | -1.1% | +5.1% |
| 3M | +17.9% | +10.7% | +7.2% | +12.2% |
| 6M | +33.2% | +27.5% | +5.7% | +18.3% |
| YTD | +16.5% | +31.3% | -14.9% | +1.0% |
| 1Y | +19.1% | +29.9% | -10.8% | +3.8% |
| 3Y | +70.6% | +111.1% | -40.5% | +14.6% |
| 5Y | +92.1% | +142.3% | -50.2% | +18.2% |
| 10Y | +569.6% | +335.5% | +234.1% | +235.2% |
| All | +569.6% | +342.1% | +227.5% | +235.2% |
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