+206.7%
MGY vs CCEP
+239.4%
-32.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.0% |
| 7D | -0.9% | -1.0% | +0.1% | -0.5% |
| 30D | +10.1% | -1.6% | +11.7% | +10.7% |
| 3M | -1.5% | +11.9% | -13.3% | -7.1% |
| 6M | -4.9% | +7.5% | -12.4% | -9.5% |
| YTD | +27.7% | +18.7% | +9.0% | +15.3% |
| 1Y | +20.1% | +21.4% | -1.3% | +6.7% |
| 3Y | +24.9% | +89.1% | -64.2% | -14.1% |
| 5Y | +91.6% | +108.7% | -17.1% | +21.2% |
| All | +206.7% | +239.4% | -32.7% | +59.3% |
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