+75.9%
MUB vs CCEP
+1,443.5%
-1,367.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.1% |
| 7D | +0.7% | +2.6% | -1.9% | +0.6% |
| 30D | +4.4% | +15.1% | -10.8% | +4.0% |
| 3M | -0.2% | +7.3% | -7.4% | -0.4% |
| 6M | -0.6% | +23.4% | -24.0% | -1.2% |
| YTD | +0.3% | +29.4% | -29.1% | -0.4% |
| 1Y | +0.8% | +34.2% | -33.5% | 0.0% |
| 3Y | +12.0% | +108.4% | -96.3% | +9.8% |
| 5Y | +3.4% | +147.3% | -143.8% | +0.8% |
| 10Y | +20.7% | +301.3% | -280.7% | +15.8% |
| All | +75.9% | +1,443.5% | -1,367.6% | +59.3% |
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