+215.7%
MXL vs CCEP
+84.3%
+131.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.6% | +10.1% | +7.3% |
| 7D | +19.0% | -3.7% | +22.7% | +18.7% |
| 30D | +4.5% | -2.1% | +6.6% | +4.3% |
| 3M | -1.5% | +7.2% | -8.7% | -2.7% |
| 6M | +348.6% | +3.3% | +345.3% | +346.0% |
| YTD | +310.3% | +15.7% | +294.6% | +299.3% |
| 1Y | +344.7% | +16.6% | +328.2% | +331.6% |
| All | +215.7% | +84.3% | +131.5% | +142.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling