+349.5%
MTUM vs CCEP
+236.1%
+113.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +0.7% | -2.8% | +3.5% | +1.6% |
| 30D | -2.4% | -4.0% | +1.6% | -1.4% |
| 3M | -3.6% | +5.2% | -8.8% | -5.7% |
| 6M | +23.7% | +2.7% | +21.0% | +21.7% |
| YTD | +22.9% | +14.5% | +8.4% | +16.6% |
| 1Y | +21.8% | +17.2% | +4.6% | +14.4% |
| 3Y | +114.4% | +79.3% | +35.1% | +72.9% |
| 5Y | +79.6% | +106.8% | -27.2% | +35.8% |
| All | +349.5% | +236.1% | +113.3% | +194.6% |
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