+86.8%
MET vs CCEP
+108.8%
-22.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.3% | +3.2% |
| 7D | +1.3% | +1.7% | -0.3% | +0.9% |
| 30D | +4.0% | +12.7% | -8.7% | +0.9% |
| 3M | +4.6% | +8.5% | -3.9% | +2.4% |
| 6M | +32.8% | +25.6% | +7.2% | +25.6% |
| YTD | +32.3% | +30.9% | +1.4% | +23.2% |
| 1Y | +37.1% | +32.0% | +5.2% | +27.4% |
| 3Y | +86.8% | +110.9% | -24.1% | +58.4% |
| All | +86.8% | +108.8% | -22.0% | +58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling