+194.4%
MET vs CCEP
+342.6%
-148.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.1% |
| 7D | +4.5% | +2.1% | +2.4% | +3.4% |
| 30D | +3.5% | +10.6% | -7.0% | -1.8% |
| 3M | +5.9% | +10.3% | -4.4% | +0.4% |
| 6M | +33.1% | +31.1% | +2.0% | +15.2% |
| YTD | +33.6% | +32.1% | +1.4% | +14.2% |
| 1Y | +32.7% | +32.8% | -0.1% | +13.0% |
| 3Y | +85.0% | +111.3% | -26.3% | +19.3% |
| 5Y | +85.6% | +147.5% | -61.9% | +6.4% |
| All | +194.4% | +342.6% | -148.2% | +39.9% |
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