+111.7%
MTUM vs CCEP
+82.6%
+29.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | +1.2% | -5.7% | +7.0% | +1.8% |
| 30D | -1.7% | -3.4% | +1.7% | -1.4% |
| 3M | -0.5% | +5.5% | -6.0% | -1.7% |
| 6M | +22.3% | +2.2% | +20.1% | +21.3% |
| YTD | +21.4% | +14.6% | +6.7% | +18.0% |
| 1Y | +20.0% | +18.9% | +1.1% | +15.6% |
| All | +111.7% | +82.6% | +29.1% | +80.3% |
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