-50.4%
MP vs CCEP
+28.5%
-78.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.3% | -7.3% | -5.4% |
| 7D | -19.0% | +5.7% | -24.7% | -16.3% |
| 30D | -30.5% | +15.3% | -45.8% | -25.1% |
| 3M | -29.6% | +8.0% | -37.6% | -27.3% |
| 6M | -50.4% | +26.7% | -77.2% | -42.2% |
| All | -50.4% | +28.5% | -78.9% | -42.2% |
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 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