+235.5%
MXL vs CCEP
+1,081.6%
-846.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.1% | +8.6% | +7.3% |
| 7D | +1.6% | -3.1% | +4.7% | +3.3% |
| 30D | -7.0% | -2.6% | -4.4% | -5.9% |
| 3M | -33.4% | +14.9% | -48.3% | -40.4% |
| 6M | +260.2% | +2.3% | +257.9% | +245.5% |
| YTD | +260.0% | +17.8% | +242.1% | +215.2% |
| 1Y | +303.5% | +24.2% | +279.3% | +239.5% |
| 3Y | +160.4% | +84.7% | +75.7% | +65.3% |
| 5Y | +14.7% | +103.2% | -88.5% | -32.1% |
| 10Y | +215.6% | +257.4% | -41.8% | +22.5% |
| All | +235.5% | +1,081.6% | -846.1% | -57.2% |
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 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