-11.5%
MTZ vs CCEP
+36.6%
-48.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.0% | +10.5% | +9.2% |
| 7D | -6.4% | +2.6% | -9.0% | -5.4% |
| 30D | -22.1% | +15.1% | -37.2% | -19.5% |
| 3M | -32.7% | +7.3% | -40.0% | -31.2% |
| 6M | -59.8% | +23.4% | -83.2% | -57.7% |
| YTD | -19.9% | +29.4% | -49.3% | -7.2% |
| 1Y | -11.5% | +34.2% | -45.7% | +3.1% |
| All | -11.5% | +36.6% | -48.1% | +3.1% |
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