+8,639.7%
MDT vs CCEP
+7,605.8%
+1,033.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -3.7% | -0.3% | -3.4% | -3.6% |
| 30D | +8.6% | +11.0% | -2.4% | +5.8% |
| 3M | +12.2% | +9.2% | +3.0% | +9.7% |
| 6M | +33.7% | +27.2% | +6.6% | +25.8% |
| YTD | +7.8% | +30.3% | -22.5% | +0.6% |
| 1Y | +8.9% | +28.7% | -19.8% | +1.8% |
| 3Y | +57.6% | +109.4% | -51.8% | +29.9% |
| 5Y | -0.7% | +144.1% | -144.8% | -22.0% |
| 10Y | +60.3% | +332.0% | -271.7% | +7.9% |
| All | +8,639.7% | +7,605.8% | +1,033.9% | +2,687.8% |
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