+5,979.9%
MCD vs CCEP
+6,869.6%
-889.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -0.9% |
| 7D | -2.8% | -3.1% | +0.2% | -2.2% |
| 30D | -6.0% | -2.6% | -3.4% | -5.5% |
| 3M | -5.6% | +14.9% | -20.5% | -8.1% |
| 6M | -21.9% | +2.3% | -24.1% | -22.3% |
| YTD | -14.7% | +17.8% | -32.5% | -17.5% |
| 1Y | -17.3% | +24.2% | -41.5% | -20.8% |
| 3Y | -2.2% | +84.7% | -86.9% | -13.5% |
| 5Y | +20.3% | +103.2% | -82.9% | +3.5% |
| 10Y | +180.7% | +257.4% | -76.7% | +115.6% |
| All | +5,979.9% | +6,869.6% | -889.7% | +2,356.7% |
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