+502.4%
MDLZ vs CCEP
+2,222.9%
-1,720.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | +1.7% | +2.6% | -0.9% | +0.9% |
| 30D | +11.2% | +15.1% | -4.0% | +6.8% |
| 3M | +6.1% | +7.3% | -1.1% | +3.9% |
| 6M | +8.6% | +23.4% | -14.9% | +2.0% |
| YTD | +25.8% | +29.4% | -3.6% | +16.4% |
| 1Y | +21.7% | +34.2% | -12.6% | +11.3% |
| 3Y | +5.8% | +108.4% | -102.5% | -14.9% |
| 5Y | +21.4% | +147.3% | -125.8% | -7.8% |
| 10Y | +97.2% | +301.3% | -204.1% | +27.4% |
| All | +502.4% | +2,222.9% | -1,720.5% | +144.9% |
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