+1,362.4%
MU vs CCEP
+85.5%
+1,276.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -3.1% | +9.2% | +5.9% |
| 7D | +9.0% | -3.1% | +12.0% | +8.8% |
| 30D | +13.8% | -2.6% | +16.4% | +13.7% |
| 3M | +2.1% | +14.9% | -12.8% | +1.1% |
| 6M | +153.8% | +2.3% | +151.5% | +154.2% |
| YTD | +256.4% | +17.8% | +238.5% | +253.0% |
| 1Y | +719.8% | +24.2% | +695.5% | +698.3% |
| All | +1,362.4% | +85.5% | +1,276.9% | +1,172.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling