+157.9%
MTZ vs CCEP
+105.1%
+52.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.1% | +5.2% | +3.0% |
| 7D | -1.6% | -3.1% | +1.5% | -0.7% |
| 30D | -11.1% | -2.6% | -8.5% | -10.5% |
| 3M | -36.7% | +14.9% | -51.6% | -39.8% |
| 6M | -21.9% | +2.3% | -24.2% | -22.8% |
| YTD | +9.1% | +17.8% | -8.7% | +2.4% |
| 1Y | +30.0% | +24.2% | +5.8% | +18.6% |
| 3Y | +138.5% | +84.7% | +53.7% | +75.5% |
| All | +157.9% | +105.1% | +52.8% | +76.7% |
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