+180.5%
MSTR vs CCEP
+109.7%
+70.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -1.2% | +2.6% | -3.8% | -1.8% |
| 30D | -15.9% | +15.1% | -31.1% | -18.9% |
| 3M | +33.1% | +7.3% | +25.8% | +30.7% |
| 6M | -31.0% | +23.4% | -54.4% | -34.6% |
| YTD | -15.1% | +29.4% | -44.6% | -20.7% |
| 1Y | -45.6% | +34.2% | -79.9% | -49.8% |
| 3Y | +180.5% | +108.4% | +72.2% | +83.9% |
| All | +180.5% | +109.7% | +70.8% | +83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling