+187.8%
MAGS vs CCEP
+120.4%
+67.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.8% | -0.8% |
| 7D | -0.3% | +5.4% | -5.6% | -0.7% |
| 30D | -7.1% | +12.8% | -19.8% | -8.1% |
| 3M | -0.7% | +10.9% | -11.6% | -1.7% |
| 6M | -1.5% | +25.6% | -27.2% | -3.9% |
| YTD | +3.9% | +31.0% | -27.1% | +0.9% |
| 1Y | +3.1% | +32.3% | -29.2% | -0.1% |
| 3Y | +121.6% | +110.5% | +11.1% | +89.4% |
| All | +187.8% | +120.4% | +67.4% | +156.0% |
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