+7,004.6%
MCK vs CCEP
+5,610.9%
+1,393.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.9% |
| 7D | -3.6% | -3.7% | +0.1% | -2.8% |
| 30D | +1.4% | -2.1% | +3.5% | +1.9% |
| 3M | +13.8% | +7.2% | +6.6% | +12.0% |
| 6M | -5.2% | +3.3% | -8.4% | -6.0% |
| YTD | +9.0% | +15.7% | -6.7% | +5.2% |
| 1Y | +26.9% | +16.6% | +10.3% | +22.1% |
| 3Y | +114.7% | +84.3% | +30.5% | +85.0% |
| 5Y | +347.1% | +109.0% | +238.1% | +269.5% |
| 10Y | +446.4% | +238.1% | +208.2% | +296.2% |
| All | +7,004.6% | +5,610.9% | +1,393.7% | +2,908.6% |
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