+855.4%
MU vs CCEP
+109.7%
+745.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.1% | +4.9% |
| 7D | -22.0% | +2.6% | -24.6% | -21.5% |
| 30D | -36.6% | +15.1% | -51.7% | -35.2% |
| 3M | -21.7% | +7.3% | -29.0% | -20.4% |
| 6M | +3.5% | +23.4% | -19.9% | +4.8% |
| YTD | +141.9% | +29.4% | +112.5% | +144.3% |
| 1Y | +189.8% | +34.2% | +155.6% | +190.3% |
| 3Y | +855.4% | +108.4% | +747.0% | +753.0% |
| All | +855.4% | +109.7% | +745.6% | +753.0% |
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