-19.5%
MDT vs CCEP
+105.2%
-124.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.0% | +0.3% |
| 7D | -0.3% | -3.7% | +3.4% | +0.8% |
| 30D | +2.8% | -2.1% | +4.9% | +3.4% |
| 3M | +13.1% | +7.2% | +5.9% | +10.5% |
| 6M | +2.3% | +3.3% | -0.9% | +1.0% |
| YTD | -2.7% | +15.7% | -18.4% | -7.5% |
| 1Y | +0.9% | +16.6% | -15.7% | -4.4% |
| 3Y | +26.8% | +84.3% | -57.4% | +2.7% |
| 5Y | -19.5% | +109.0% | -128.5% | -37.9% |
| All | -19.5% | +105.2% | -124.7% | -37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling