+2.0%
MUB vs CCEP
+108.6%
-106.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | 0.0% |
| 7D | -0.3% | -1.0% | +0.7% | -0.3% |
| 30D | -1.5% | -1.6% | +0.1% | -1.5% |
| 3M | -1.9% | +11.9% | -13.8% | -2.3% |
| 6M | -1.7% | +7.5% | -9.2% | -2.0% |
| YTD | -0.8% | +18.7% | -19.5% | -1.3% |
| 1Y | +1.5% | +21.4% | -19.9% | +0.9% |
| 3Y | +8.8% | +89.1% | -80.3% | +6.9% |
| 5Y | +2.0% | +108.7% | -106.7% | -0.1% |
| All | +2.0% | +108.6% | -106.6% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling