+3,099.6%
MMM vs CCEP
+7,553.0%
-4,453.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.2% |
| 7D | +6.2% | +2.6% | +3.6% | +5.6% |
| 30D | +14.2% | +15.1% | -0.9% | +10.6% |
| 3M | +2.9% | +7.3% | -4.4% | +1.2% |
| 6M | +27.6% | +23.4% | +4.1% | +21.3% |
| YTD | +17.3% | +29.4% | -12.1% | +10.2% |
| 1Y | +15.1% | +34.2% | -19.2% | +7.2% |
| 3Y | +157.1% | +108.4% | +48.8% | +116.1% |
| 5Y | +45.1% | +147.3% | -102.1% | +16.5% |
| 10Y | +83.9% | +301.3% | -217.5% | +30.1% |
| All | +3,099.6% | +7,553.0% | -4,453.5% | +1,132.2% |
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