+230.8%
MRK vs CCEP
+342.6%
-111.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.9% | +0.2% |
| 7D | +0.7% | +2.1% | -1.4% | +0.2% |
| 30D | +0.3% | +10.6% | -10.3% | -2.4% |
| 3M | +9.7% | +10.3% | -0.7% | +6.7% |
| 6M | +32.0% | +31.1% | +0.9% | +22.3% |
| YTD | +43.3% | +32.1% | +11.1% | +32.4% |
| 1Y | +63.7% | +32.8% | +30.8% | +51.1% |
| 3Y | +58.0% | +111.3% | -53.3% | +28.9% |
| 5Y | +105.0% | +147.5% | -42.5% | +58.2% |
| All | +230.8% | +342.6% | -111.8% | +112.3% |
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