+190.0%
MAGS vs CCEP
+99.8%
+90.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.3% | -0.6% |
| 7D | +1.2% | -1.0% | +2.2% | +1.3% |
| 30D | -0.1% | -1.6% | +1.5% | +0.1% |
| 3M | +3.8% | +11.9% | -8.0% | +2.5% |
| 6M | +13.2% | +7.5% | +5.8% | +12.2% |
| YTD | +4.7% | +18.7% | -14.0% | +2.6% |
| 1Y | +14.4% | +21.4% | -7.0% | +11.7% |
| 3Y | +128.6% | +89.1% | +39.4% | +97.0% |
| All | +190.0% | +99.8% | +90.2% | +160.3% |
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