-87.5%
MSTU vs CCEP
+35.2%
-122.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.6% | -2.9% | -4.8% |
| 7D | +12.9% | -3.7% | +16.6% | +14.1% |
| 30D | +68.3% | -2.1% | +70.4% | +68.9% |
| 3M | +0.4% | +7.2% | -6.8% | -0.7% |
| 6M | -41.5% | +3.3% | -44.8% | -41.6% |
| YTD | -61.7% | +15.7% | -77.4% | -62.2% |
| 1Y | -93.7% | +16.6% | -110.2% | -93.7% |
| All | -87.5% | +35.2% | -122.7% | -86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling