+7,389.9%
MCO vs CCEP
+5,609.8%
+1,780.1%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.7% |
| 7D | -2.7% | -1.0% | -1.7% | -2.4% |
| 30D | +0.9% | -1.6% | +2.6% | +1.4% |
| 3M | +8.7% | +11.9% | -3.2% | +5.1% |
| 6M | +2.4% | +7.5% | -5.0% | 0.0% |
| YTD | -5.2% | +18.7% | -23.9% | -10.4% |
| 1Y | -4.4% | +21.4% | -25.8% | -10.4% |
| 3Y | +45.1% | +89.1% | -44.0% | +18.5% |
| 5Y | +31.5% | +108.7% | -77.2% | +3.2% |
| 10Y | +380.7% | +241.0% | +139.8% | +218.3% |
| All | +7,389.9% | +5,609.8% | +1,780.1% | +2,678.4% |
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 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