+42,373.9%
MCHP vs CCEP
+7,779.6%
+34,594.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.1% | +4.6% | +2.3% |
| 7D | +1.7% | -3.1% | +4.8% | +2.6% |
| 30D | -4.1% | -2.6% | -1.5% | -3.5% |
| 3M | -22.5% | +14.9% | -37.4% | -25.9% |
| 6M | +7.3% | +2.3% | +5.0% | +5.9% |
| YTD | +18.4% | +17.8% | +0.5% | +12.0% |
| 1Y | +18.1% | +24.2% | -6.1% | +9.8% |
| 3Y | -2.8% | +84.7% | -87.5% | -19.8% |
| 5Y | +5.5% | +103.2% | -97.7% | -15.4% |
| 10Y | +185.8% | +257.4% | -71.6% | +97.1% |
| All | +42,373.9% | +7,779.6% | +34,594.3% | +15,607.0% |
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