+133.6%
MRK vs CCEP
+105.2%
+28.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +1.9% | -0.1% |
| 7D | -2.7% | -3.7% | +1.0% | -2.0% |
| 30D | +12.7% | -2.1% | +14.8% | +13.1% |
| 3M | +24.2% | +7.2% | +17.1% | +22.2% |
| 6M | +27.8% | +3.3% | +24.5% | +26.5% |
| YTD | +42.2% | +15.7% | +26.5% | +37.7% |
| 1Y | +80.2% | +16.6% | +63.6% | +74.1% |
| 3Y | +48.4% | +84.3% | -35.9% | +33.8% |
| 5Y | +133.6% | +109.0% | +24.6% | +112.7% |
| All | +133.6% | +105.2% | +28.3% | +112.7% |
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