+93.5%
MTZ vs CCEP
+140.3%
-46.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.0% |
| 7D | +16.5% | -0.3% | +16.8% | +16.5% |
| 30D | -10.2% | +11.0% | -21.2% | -13.0% |
| 3M | -34.2% | +9.2% | -43.4% | -36.0% |
| 6M | -56.0% | +27.2% | -83.1% | -59.4% |
| YTD | -14.8% | +30.3% | -45.1% | -22.4% |
| 1Y | -7.2% | +28.7% | -35.9% | -15.2% |
| 3Y | +275.8% | +109.4% | +166.4% | +163.6% |
| 5Y | +93.5% | +144.1% | -50.6% | +21.3% |
| All | +93.5% | +140.3% | -46.8% | +21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling