-13.2%
MCHP vs CCEP
+113.9%
-127.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.8% |
| 7D | +5.7% | +2.1% | +3.6% | +5.5% |
| 30D | -13.4% | +10.6% | -24.0% | -14.4% |
| 3M | -20.1% | +10.3% | -30.4% | -21.1% |
| 6M | -35.5% | +31.1% | -66.6% | -38.9% |
| YTD | -1.6% | +32.1% | -33.7% | -6.9% |
| 1Y | +15.5% | +32.8% | -17.3% | +8.9% |
| 3Y | -13.2% | +111.3% | -124.5% | -34.3% |
| All | -13.2% | +113.9% | -127.0% | -34.3% |
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