+137.8%
MSTR vs CCEP
+111.2%
+26.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | -10.7% | +5.4% | -16.1% | -11.6% |
| 30D | -21.6% | +12.8% | -34.3% | -23.9% |
| 3M | +24.4% | +10.9% | +13.5% | +21.1% |
| 6M | -35.5% | +25.6% | -61.1% | -39.1% |
| YTD | -20.3% | +31.0% | -51.3% | -25.7% |
| 1Y | -49.3% | +32.3% | -81.6% | -52.9% |
| 3Y | +137.8% | +110.5% | +27.3% | +60.1% |
| All | +137.8% | +111.2% | +26.6% | +60.1% |
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