+73.9%
MUB vs CCEP
+1,305.6%
-1,231.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.1% |
| 7D | -0.9% | -3.1% | +2.2% | -0.8% |
| 30D | -1.4% | -2.6% | +1.2% | -1.4% |
| 3M | -2.2% | +14.9% | -17.1% | -2.5% |
| 6M | -1.9% | +2.3% | -4.1% | -2.0% |
| YTD | -0.8% | +17.8% | -18.6% | -1.2% |
| 1Y | +2.7% | +24.2% | -21.5% | +2.1% |
| 3Y | +8.6% | +84.7% | -76.1% | +6.8% |
| 5Y | +2.0% | +103.2% | -101.2% | 0.0% |
| 10Y | +17.9% | +257.4% | -239.4% | +13.5% |
| All | +73.9% | +1,305.6% | -1,231.7% | +57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling