-24.7%
MDB vs CCEP
+105.1%
-129.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.1% | -1.0% | -2.6% |
| 7D | -17.4% | -3.1% | -14.4% | -16.2% |
| 30D | -2.0% | -2.6% | +0.6% | -1.0% |
| 3M | -3.0% | +14.9% | -17.9% | -9.7% |
| 6M | +48.7% | +2.3% | +46.4% | +45.8% |
| YTD | -12.1% | +17.8% | -30.0% | -20.6% |
| 1Y | +14.5% | +24.2% | -9.7% | -0.7% |
| 3Y | -6.1% | +84.7% | -90.9% | -42.7% |
| All | -24.7% | +105.1% | -129.8% | -61.7% |
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