+70.6%
MA vs CCEP
+112.6%
-42.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -1.8% | +1.8% | -3.5% | -2.2% |
| 30D | +11.0% | +12.2% | -1.1% | +7.7% |
| 3M | +17.9% | +10.7% | +7.2% | +14.7% |
| 6M | +33.2% | +27.5% | +5.7% | +25.4% |
| YTD | +16.5% | +31.3% | -14.9% | +8.1% |
| 1Y | +19.1% | +29.9% | -10.8% | +10.8% |
| All | +70.6% | +112.6% | -42.0% | +42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling