+875.5%
MDB vs CCEP
+254.8%
+620.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +3.0% |
| 7D | -11.4% | +2.6% | -13.9% | -12.2% |
| 30D | -13.8% | +15.1% | -29.0% | -18.1% |
| 3M | -15.5% | +7.3% | -22.7% | -17.9% |
| 6M | +17.9% | +23.4% | -5.5% | +8.7% |
| YTD | -25.5% | +29.4% | -54.9% | -32.8% |
| 1Y | -12.1% | +34.2% | -46.3% | -21.9% |
| 3Y | -5.9% | +108.4% | -114.2% | -31.3% |
| 5Y | -43.7% | +147.3% | -190.9% | -61.7% |
| All | +875.5% | +254.8% | +620.7% | +504.3% |
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