+215.9%
MAS vs CCEP
+301.0%
-85.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.6% |
| 7D | +2.0% | +2.6% | -0.6% | +1.0% |
| 30D | +19.4% | +15.1% | +4.2% | +13.4% |
| 3M | +9.4% | +7.3% | +2.1% | +6.6% |
| 6M | +15.3% | +23.4% | -8.1% | +6.6% |
| YTD | +31.3% | +29.4% | +1.9% | +19.3% |
| 1Y | +34.9% | +34.2% | +0.6% | +20.9% |
| 3Y | +58.6% | +108.4% | -49.8% | +19.6% |
| 5Y | +40.7% | +147.3% | -106.6% | -1.2% |
| All | +215.9% | +301.0% | -85.1% | +92.5% |
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