+4,407.5%
MU vs CCEP
+342.6%
+4,064.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -3.1% |
| 7D | +12.8% | +2.1% | +10.7% | +11.9% |
| 30D | -14.9% | +10.6% | -25.4% | -18.8% |
| 3M | -18.0% | +10.3% | -28.4% | -22.3% |
| 6M | -3.1% | +31.1% | -34.2% | -16.1% |
| YTD | +172.9% | +32.1% | +140.8% | +133.9% |
| 1Y | +228.8% | +32.8% | +196.0% | +180.8% |
| 3Y | +950.8% | +111.3% | +839.5% | +592.9% |
| 5Y | +931.3% | +147.5% | +783.8% | +518.1% |
| All | +4,407.5% | +342.6% | +4,064.9% | +2,102.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling