+34.8%
MXL vs CCEP
+105.2%
-70.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.6% | +10.1% | +8.5% |
| 7D | +19.0% | -3.7% | +22.7% | +20.5% |
| 30D | +4.5% | -2.1% | +6.6% | +5.0% |
| 3M | -1.5% | +7.2% | -8.7% | -6.7% |
| 6M | +348.6% | +3.3% | +345.3% | +331.3% |
| YTD | +310.3% | +15.7% | +294.6% | +269.0% |
| 1Y | +344.7% | +16.6% | +328.2% | +295.7% |
| 3Y | +211.2% | +84.3% | +126.9% | +92.2% |
| 5Y | +34.8% | +109.0% | -74.2% | -24.2% |
| All | +34.8% | +105.2% | -70.4% | -24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling