+554.5%
MSTR vs CCEP
+299.9%
+254.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -3.1% |
| 7D | -4.0% | +1.7% | -5.6% | -4.8% |
| 30D | -18.6% | +12.7% | -31.3% | -23.7% |
| 3M | +25.6% | +8.5% | +17.1% | +19.6% |
| 6M | -33.1% | +25.6% | -58.6% | -40.9% |
| YTD | -17.3% | +30.9% | -48.3% | -28.8% |
| 1Y | -48.1% | +32.0% | -80.1% | -55.6% |
| 3Y | +154.2% | +110.9% | +43.3% | +66.3% |
| 5Y | +46.2% | +138.5% | -92.3% | -9.4% |
| 10Y | +554.5% | +302.3% | +252.2% | +259.4% |
| All | +554.5% | +299.9% | +254.6% | +259.4% |
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 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