+29.4%
MMM vs CCEP
+105.1%
-75.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.3% | +1.2% |
| 7D | -3.3% | -3.1% | -0.3% | -2.3% |
| 30D | -7.0% | -2.6% | -4.4% | -6.2% |
| 3M | +10.8% | +14.9% | -4.1% | +5.0% |
| 6M | +5.8% | +2.3% | +3.5% | +4.4% |
| YTD | +6.8% | +17.8% | -11.1% | 0.0% |
| 1Y | +10.4% | +24.2% | -13.8% | +1.3% |
| 3Y | +104.7% | +84.7% | +20.0% | +59.8% |
| All | +29.4% | +105.1% | -75.7% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling