+267.3%
MP vs CCEP
+266.5%
+0.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.5% | +0.6% |
| 7D | +2.3% | +1.8% | +0.5% | +1.6% |
| 30D | -15.3% | +12.2% | -27.5% | -19.4% |
| 3M | -33.5% | +10.7% | -44.2% | -36.5% |
| 6M | -45.5% | +27.5% | -73.0% | -51.5% |
| YTD | -27.3% | +31.3% | -58.6% | -36.7% |
| 1Y | -40.7% | +29.9% | -70.6% | -48.2% |
| 3Y | +145.9% | +111.1% | +34.8% | +61.7% |
| 5Y | -13.9% | +142.3% | -156.2% | -48.5% |
| All | +267.3% | +266.5% | +0.8% | +91.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling