+2,968.0%
MPC vs CCEP
+729.7%
+2,238.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.7% |
| 7D | -16.2% | +2.6% | -18.8% | -17.6% |
| 30D | -15.7% | +15.1% | -30.9% | -22.1% |
| 3M | +24.9% | +7.3% | +17.6% | +19.3% |
| 6M | +52.7% | +23.4% | +29.2% | +34.3% |
| YTD | +131.9% | +29.4% | +102.5% | +95.6% |
| 1Y | +96.6% | +34.2% | +62.4% | +62.4% |
| 3Y | +163.8% | +108.4% | +55.4% | +63.6% |
| 5Y | +533.1% | +147.3% | +385.9% | +239.1% |
| 10Y | +1,118.6% | +301.3% | +817.3% | +376.9% |
| All | +2,968.0% | +729.7% | +2,238.2% | +585.2% |
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 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