+37.0%
MDT vs CCEP
+236.1%
-199.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -3.4% | -2.8% | -0.6% | -2.4% |
| 30D | +0.2% | -4.0% | +4.2% | +1.7% |
| 3M | +14.3% | +5.2% | +9.1% | +11.9% |
| 6M | +4.0% | +2.7% | +1.3% | +2.6% |
| YTD | -3.7% | +14.5% | -18.2% | -9.0% |
| 1Y | -0.4% | +17.2% | -17.5% | -6.8% |
| 3Y | +23.3% | +79.3% | -56.0% | -2.8% |
| 5Y | -18.9% | +106.8% | -125.6% | -40.6% |
| All | +37.0% | +236.1% | -199.1% | -13.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling