+7,983.2%
MDT vs CCEP
+6,869.6%
+1,113.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.3% | +1.9% |
| 7D | +3.2% | -3.1% | +6.3% | +4.0% |
| 30D | +9.5% | -2.6% | +12.1% | +10.2% |
| 3M | +16.0% | +14.9% | +1.0% | +11.9% |
| 6M | +0.2% | +2.3% | -2.1% | -0.5% |
| YTD | -0.3% | +17.8% | -18.1% | -4.6% |
| 1Y | +4.7% | +24.2% | -19.5% | -1.2% |
| 3Y | +26.5% | +84.7% | -58.2% | +7.5% |
| 5Y | -18.2% | +103.2% | -121.4% | -32.9% |
| 10Y | +40.0% | +257.4% | -217.4% | -1.6% |
| All | +7,983.2% | +6,869.6% | +1,113.6% | +2,543.9% |
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