-1.3%
MCD vs CCEP
+23.3%
-24.6%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.1% |
| 7D | +7.1% | +2.6% | +4.6% | +5.7% |
| 30D | +19.8% | +15.1% | +4.6% | +12.2% |
| 3M | +0.8% | +7.3% | -6.5% | -2.9% |
| 6M | -1.3% | +23.4% | -24.7% | -9.6% |
| All | -1.3% | +23.3% | -24.6% | -9.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling