+21.9%
MUB vs CCEP
+299.9%
-278.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | 0.0% |
| 7D | +1.0% | +1.7% | -0.6% | +1.0% |
| 30D | +3.9% | +12.7% | -8.8% | +3.3% |
| 3M | -0.4% | +8.5% | -8.9% | -0.7% |
| 6M | -0.6% | +25.6% | -26.1% | -1.5% |
| YTD | +0.4% | +30.9% | -30.5% | -0.8% |
| 1Y | +0.8% | +32.0% | -31.1% | -0.4% |
| 3Y | +11.3% | +110.9% | -99.6% | +7.7% |
| 5Y | +3.4% | +138.5% | -135.0% | -0.7% |
| 10Y | +21.9% | +302.3% | -280.4% | +13.6% |
| All | +21.9% | +299.9% | -278.0% | +13.6% |
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 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