+4.4%
MCHP vs CCEP
+105.2%
-100.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.6% |
| 7D | +0.3% | -3.7% | +4.0% | +2.0% |
| 30D | -9.8% | -2.1% | -7.7% | -9.1% |
| 3M | -19.7% | +7.2% | -26.9% | -23.2% |
| 6M | +13.6% | +3.3% | +10.3% | +10.3% |
| YTD | +16.5% | +15.7% | +0.8% | +6.2% |
| 1Y | +15.7% | +16.6% | -0.9% | +4.3% |
| 3Y | 0.0% | +84.3% | -84.3% | -35.1% |
| 5Y | +4.4% | +109.0% | -104.6% | -37.1% |
| All | +4.4% | +105.2% | -100.8% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling