+609.5%
MTUM vs CCEP
+458.9%
+150.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +1.0% |
| 7D | +4.1% | -3.7% | +7.8% | +5.3% |
| 30D | +0.6% | -2.1% | +2.7% | +1.2% |
| 3M | -0.6% | +7.2% | -7.8% | -3.4% |
| 6M | +25.3% | +3.3% | +22.1% | +23.1% |
| YTD | +23.8% | +15.7% | +8.1% | +16.9% |
| 1Y | +25.4% | +16.6% | +8.8% | +17.8% |
| 3Y | +117.3% | +84.3% | +33.0% | +72.9% |
| 5Y | +79.7% | +109.0% | -29.3% | +34.9% |
| 10Y | +359.6% | +238.1% | +121.4% | +184.8% |
| All | +609.5% | +458.9% | +150.6% | +253.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling