+3,005.7%
MPC vs CCEP
+738.0%
+2,267.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.3% | -5.2% | -4.6% |
| 7D | -12.8% | +5.7% | -18.5% | -15.6% |
| 30D | -12.7% | +15.3% | -28.0% | -19.4% |
| 3M | +27.1% | +8.0% | +19.0% | +20.9% |
| 6M | +45.8% | +26.7% | +19.1% | +26.4% |
| YTD | +134.7% | +30.7% | +104.0% | +97.0% |
| 1Y | +106.0% | +36.5% | +69.5% | +68.6% |
| 3Y | +165.5% | +111.1% | +54.4% | +63.5% |
| 5Y | +540.9% | +149.7% | +391.2% | +241.5% |
| 10Y | +1,133.6% | +305.3% | +828.3% | +380.3% |
| All | +3,005.7% | +738.0% | +2,267.7% | +590.0% |
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