+6,406.5%
MCD vs CCEP
+7,605.8%
-1,199.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -1.6% | -0.3% | -1.3% | -1.5% |
| 30D | +16.0% | +11.0% | +5.1% | +13.7% |
| 3M | 0.0% | +9.2% | -9.2% | -1.7% |
| 6M | +0.9% | +27.2% | -26.2% | -3.7% |
| YTD | -8.7% | +30.3% | -39.0% | -13.4% |
| 1Y | -8.6% | +28.7% | -37.2% | -13.0% |
| 3Y | +9.9% | +109.4% | -99.6% | -5.2% |
| 5Y | +22.6% | +144.1% | -121.4% | +2.1% |
| 10Y | +204.6% | +332.0% | -127.4% | +126.6% |
| All | +6,406.5% | +7,605.8% | -1,199.2% | +2,478.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling