+2,067.4%
MTZ vs CCEP
+7,629.5%
-5,562.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.3% | -6.4% | -5.5% |
| 7D | -10.6% | +5.7% | -16.3% | -12.2% |
| 30D | -30.4% | +15.3% | -45.7% | -33.4% |
| 3M | -40.4% | +8.0% | -48.4% | -42.1% |
| 6M | -63.7% | +26.7% | -90.4% | -66.4% |
| YTD | -26.9% | +30.7% | -57.6% | -33.2% |
| 1Y | -20.2% | +36.5% | -56.7% | -28.0% |
| 3Y | +208.1% | +111.1% | +97.0% | +141.6% |
| 5Y | +69.4% | +149.7% | -80.3% | +25.5% |
| 10Y | +440.6% | +305.3% | +135.3% | +249.4% |
| All | +2,067.4% | +7,629.5% | -5,562.1% | +710.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling