+58.1%
MP vs CCEP
+105.1%
-47.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.1% | +4.5% | +2.6% |
| 7D | -2.9% | -3.1% | +0.2% | -1.7% |
| 30D | +13.8% | -2.6% | +16.4% | +14.7% |
| 3M | -16.7% | +14.9% | -31.6% | -22.5% |
| 6M | -11.5% | +2.3% | -13.7% | -13.2% |
| YTD | +7.9% | +17.8% | -9.9% | -1.8% |
| 1Y | -15.0% | +24.2% | -39.2% | -25.3% |
| 3Y | +153.5% | +84.7% | +68.8% | +68.0% |
| All | +58.1% | +105.1% | -47.0% | -5.1% |
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