+134.5%
MCHP vs CCEP
+342.6%
-208.0%
-63.8%
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% | -1.3% |
| 7D | +5.7% | +2.1% | +3.6% | +4.7% |
| 30D | -13.4% | +10.6% | -24.0% | -17.8% |
| 3M | -20.1% | +10.3% | -30.4% | -24.4% |
| 6M | -35.5% | +31.1% | -66.6% | -44.4% |
| YTD | -1.6% | +32.1% | -33.7% | -16.1% |
| 1Y | +15.5% | +32.8% | -17.3% | -1.9% |
| 3Y | -13.2% | +111.3% | -124.5% | -43.7% |
| 5Y | -17.5% | +147.5% | -165.0% | -51.3% |
| All | +134.5% | +342.6% | -208.0% | +11.4% |
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