+13.3%
MCD vs CCEP
+111.2%
-97.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +7.3% | +5.4% | +1.9% | +5.4% |
| 30D | +20.0% | +12.8% | +7.2% | +15.1% |
| 3M | +3.8% | +10.9% | -7.0% | +0.2% |
| 6M | +3.8% | +25.6% | -21.9% | -3.8% |
| YTD | -5.9% | +31.0% | -36.9% | -13.7% |
| 1Y | -3.2% | +32.3% | -35.5% | -11.6% |
| 3Y | +13.3% | +110.5% | -97.2% | -10.1% |
| All | +13.3% | +111.2% | -97.9% | -10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling