-15.4%
MDLN vs CCEP
+16.1%
-31.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.7% | -5.9% | -5.4% |
| 7D | -1.2% | -1.0% | -0.2% | -1.0% |
| 30D | -1.5% | -1.6% | +0.1% | -1.1% |
| 3M | +2.6% | +11.9% | -9.2% | -0.3% |
| 6M | -20.9% | +7.5% | -28.3% | -21.8% |
| YTD | -17.4% | +18.7% | -36.1% | -22.4% |
| All | -15.4% | +16.1% | -31.5% | -20.0% |
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