+190.0%
MAGS vs CCEP
+120.3%
+69.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.2% | +1.1% | +2.2% |
| 7D | +1.3% | +1.7% | -0.3% | +1.2% |
| 30D | -6.3% | +12.7% | -19.0% | -7.4% |
| 3M | -0.1% | +8.5% | -8.6% | -0.8% |
| 6M | -0.8% | +25.6% | -26.3% | -3.1% |
| YTD | +4.7% | +30.9% | -26.2% | +1.7% |
| 1Y | +6.8% | +32.0% | -25.2% | +3.6% |
| 3Y | +128.9% | +110.9% | +18.0% | +95.5% |
| All | +190.0% | +120.3% | +69.7% | +158.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling