+3,101.0%
MPC vs CCEP
+655.6%
+2,445.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +2.0% |
| 7D | +5.4% | -3.1% | +8.5% | +7.1% |
| 30D | +31.0% | -2.6% | +33.6% | +32.6% |
| 3M | +46.0% | +14.9% | +31.1% | +34.6% |
| 6M | +77.3% | +2.3% | +75.1% | +72.4% |
| YTD | +141.9% | +17.8% | +124.1% | +116.0% |
| 1Y | +120.9% | +24.2% | +96.7% | +90.6% |
| 3Y | +182.7% | +84.7% | +98.0% | +87.8% |
| 5Y | +646.4% | +103.2% | +543.2% | +351.5% |
| 10Y | +1,138.7% | +257.4% | +881.4% | +418.8% |
| All | +3,101.0% | +655.6% | +2,445.4% | +656.5% |
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