+398.0%
MTZ vs CCEP
+342.6%
+55.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.9% |
| 7D | +5.0% | +2.1% | +2.9% | +4.1% |
| 30D | -6.0% | +10.6% | -16.6% | -10.6% |
| 3M | -36.1% | +10.3% | -46.4% | -39.4% |
| 6M | -56.9% | +31.1% | -88.0% | -62.5% |
| YTD | -15.9% | +32.1% | -48.0% | -27.7% |
| 1Y | -3.8% | +32.8% | -36.7% | -17.7% |
| 3Y | +272.3% | +111.3% | +160.9% | +143.0% |
| 5Y | +91.1% | +147.5% | -56.4% | +12.0% |
| All | +398.0% | +342.6% | +55.5% | +150.8% |
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 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