+34.2%
MTZ vs CCEP
+22.3%
+11.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.1% | +5.2% | +1.2% |
| 7D | -1.6% | -3.1% | +1.5% | -2.5% |
| 30D | -11.1% | -2.6% | -8.5% | -11.6% |
| 3M | -36.7% | +14.9% | -51.6% | -33.9% |
| 6M | -21.9% | +2.3% | -24.2% | -22.2% |
| YTD | +9.1% | +17.8% | -8.7% | +23.0% |
| All | +34.2% | +22.3% | +11.9% | +54.2% |
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