+193.4%
MCD vs CCEP
+342.6%
-149.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.1% |
| 7D | -1.6% | +2.1% | -3.7% | -2.4% |
| 30D | +14.1% | +10.6% | +3.5% | +10.2% |
| 3M | +0.6% | +10.3% | -9.7% | -2.8% |
| 6M | 0.0% | +31.1% | -31.1% | -9.1% |
| YTD | -9.3% | +32.1% | -41.4% | -18.0% |
| 1Y | -9.3% | +32.8% | -42.1% | -18.1% |
| 3Y | +8.6% | +111.3% | -102.7% | -17.6% |
| 5Y | +21.9% | +147.5% | -125.6% | -14.0% |
| All | +193.4% | +342.6% | -149.1% | +81.6% |
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