+25.3%
MTUM vs CCEP
+5.3%
+20.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | -0.2% |
| 7D | +4.1% | -3.7% | +7.8% | +3.5% |
| 30D | +0.6% | -2.1% | +2.7% | +0.3% |
| 3M | -0.6% | +7.2% | -7.8% | -1.6% |
| 6M | +25.3% | +3.3% | +22.1% | +26.9% |
| All | +25.3% | +5.3% | +20.0% | +26.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling