+163.7%
MXL vs CCEP
+342.6%
-178.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.4% | -6.8% | -6.0% |
| 7D | +13.4% | +2.1% | +11.3% | +12.4% |
| 30D | -29.2% | +10.6% | -39.8% | -33.5% |
| 3M | -27.2% | +10.3% | -37.5% | -32.2% |
| 6M | -36.4% | +31.1% | -67.5% | -47.3% |
| YTD | +220.0% | +32.1% | +187.9% | +162.2% |
| 1Y | +304.8% | +32.8% | +272.0% | +230.1% |
| 3Y | +238.5% | +111.3% | +127.1% | +100.3% |
| 5Y | -18.8% | +147.5% | -166.3% | -56.7% |
| All | +163.7% | +342.6% | -178.8% | +8.8% |
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