+191.0%
MAGS vs CCEP
+94.7%
+96.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +2.9% | +0.6% |
| 7D | +0.8% | -3.7% | +4.5% | +1.2% |
| 30D | +0.4% | -2.1% | +2.5% | +0.6% |
| 3M | +5.6% | +7.2% | -1.6% | +4.7% |
| 6M | +12.3% | +3.3% | +9.0% | +11.7% |
| YTD | +5.1% | +15.7% | -10.6% | +3.2% |
| 1Y | +14.0% | +16.6% | -2.6% | +11.8% |
| 3Y | +129.4% | +84.3% | +45.1% | +98.3% |
| All | +191.0% | +94.7% | +96.3% | +161.9% |
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