+526.8%
MSTR vs CCEP
+315.0%
+211.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | -10.7% | +5.4% | -16.1% | -13.0% |
| 30D | -21.6% | +12.8% | -34.3% | -26.5% |
| 3M | +24.4% | +10.9% | +13.5% | +17.2% |
| 6M | -35.5% | +25.6% | -61.1% | -43.1% |
| YTD | -20.3% | +31.0% | -51.3% | -31.5% |
| 1Y | -49.3% | +32.3% | -81.6% | -56.8% |
| 3Y | +137.8% | +110.5% | +27.3% | +54.8% |
| 5Y | +48.3% | +141.8% | -93.5% | -9.1% |
| 10Y | +526.8% | +341.1% | +185.6% | +236.8% |
| All | +526.8% | +315.0% | +211.8% | +236.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling