+274.2%
MXL vs CCEP
+236.5%
+37.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.6% |
| 7D | +16.6% | -5.7% | +22.4% | +20.0% |
| 30D | +0.5% | -3.4% | +3.9% | +1.8% |
| 3M | -3.6% | +5.5% | -9.1% | -8.6% |
| 6M | +328.0% | +2.2% | +325.8% | +310.8% |
| YTD | +297.8% | +14.6% | +283.2% | +256.2% |
| 1Y | +339.4% | +18.9% | +320.5% | +282.4% |
| 3Y | +201.7% | +82.6% | +119.1% | +95.7% |
| 5Y | +32.8% | +107.0% | -74.2% | -21.0% |
| All | +274.2% | +236.5% | +37.7% | +69.8% |
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