+1,064.4%
MRVL vs CCEP
+2,237.9%
-1,173.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +6.0% |
| 7D | -28.1% | +2.6% | -30.7% | -28.9% |
| 30D | -50.4% | +15.1% | -65.5% | -53.0% |
| 3M | -32.9% | +7.3% | -40.2% | -35.3% |
| 6M | -17.9% | +23.4% | -41.4% | -25.4% |
| YTD | +66.4% | +29.4% | +37.0% | +48.6% |
| 1Y | +51.5% | +34.2% | +17.3% | +33.3% |
| 3Y | +177.9% | +108.4% | +69.5% | +106.0% |
| 5Y | +100.0% | +147.3% | -47.2% | +40.1% |
| 10Y | +1,108.1% | +301.3% | +806.8% | +586.1% |
| All | +1,064.4% | +2,237.9% | -1,173.5% | +336.4% |
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