-14.3%
MTZ vs CCEP
+36.9%
-51.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +3.8% | -19.2% | -14.4% |
| 7D | -7.4% | +4.2% | -11.6% | -6.2% |
| 30D | -23.6% | +14.2% | -37.8% | -21.3% |
| 3M | -38.3% | +9.1% | -47.5% | -36.8% |
| 6M | -60.6% | +26.9% | -87.5% | -58.6% |
| YTD | -22.9% | +29.1% | -52.0% | -11.1% |
| 1Y | -14.3% | +36.8% | -51.0% | -0.8% |
| All | -14.3% | +36.9% | -51.2% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling