+198.3%
MXL vs CCEP
+1,224.7%
-1,026.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.4% | -6.8% | -6.1% |
| 7D | +13.4% | +2.1% | +11.3% | +12.2% |
| 30D | -29.2% | +10.6% | -39.8% | -34.0% |
| 3M | -27.2% | +10.3% | -37.5% | -32.8% |
| 6M | -36.4% | +31.1% | -67.5% | -48.3% |
| YTD | +220.0% | +32.1% | +187.9% | +157.3% |
| 1Y | +304.8% | +32.8% | +272.0% | +223.8% |
| 3Y | +238.5% | +111.3% | +127.1% | +95.0% |
| 5Y | -18.8% | +147.5% | -166.3% | -57.9% |
| 10Y | +163.1% | +338.1% | -175.0% | -11.2% |
| All | +198.3% | +1,224.7% | -1,026.4% | -65.1% |
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