+454.2%
MDLZ vs CCEP
+2,015.4%
-1,561.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +0.6% |
| 7D | -1.7% | -3.1% | +1.3% | -0.9% |
| 30D | -2.1% | -2.6% | +0.5% | -1.4% |
| 3M | +1.3% | +14.9% | -13.6% | -2.7% |
| 6M | +6.2% | +2.3% | +3.9% | +5.3% |
| YTD | +15.8% | +17.8% | -2.1% | +10.1% |
| 1Y | +4.1% | +24.2% | -20.1% | -2.6% |
| 3Y | -4.1% | +84.7% | -88.8% | -20.1% |
| 5Y | +13.4% | +103.2% | -89.8% | -9.1% |
| 10Y | +75.7% | +257.4% | -181.6% | +17.3% |
| All | +454.2% | +2,015.4% | -1,561.2% | +131.6% |
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