+211.7%
MCD vs CCEP
+301.0%
-89.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.2% |
| 7D | +7.1% | +2.6% | +4.6% | +6.2% |
| 30D | +19.8% | +15.1% | +4.6% | +14.1% |
| 3M | +0.8% | +7.3% | -6.5% | -1.6% |
| 6M | -1.3% | +23.4% | -24.7% | -8.3% |
| YTD | -7.8% | +29.4% | -37.2% | -15.9% |
| 1Y | -5.0% | +34.2% | -39.2% | -14.4% |
| 3Y | +10.5% | +108.4% | -97.8% | -15.3% |
| 5Y | +22.0% | +147.3% | -125.3% | -13.6% |
| All | +211.7% | +301.0% | -89.3% | +97.4% |
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