+23.0%
MKSI vs CCEP
+5.3%
+17.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.5% | 0.0% |
| 7D | +6.6% | -3.7% | +10.3% | +5.1% |
| 30D | -8.2% | -2.1% | -6.1% | -8.9% |
| 3M | -16.4% | +7.2% | -23.6% | -17.1% |
| 6M | +23.0% | +3.3% | +19.7% | +24.5% |
| All | +23.0% | +5.3% | +17.6% | +24.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling