+3,812.0%
MRK vs CCEP
+6,869.6%
-3,057.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -0.6% |
| 7D | +1.3% | -3.1% | +4.4% | +2.0% |
| 30D | +17.1% | -2.6% | +19.7% | +17.8% |
| 3M | +25.9% | +14.9% | +11.0% | +21.8% |
| 6M | +26.8% | +2.3% | +24.6% | +25.8% |
| YTD | +44.9% | +17.8% | +27.1% | +39.2% |
| 1Y | +84.8% | +24.2% | +60.6% | +75.4% |
| 3Y | +50.1% | +84.7% | -34.6% | +29.8% |
| 5Y | +127.4% | +103.2% | +24.2% | +89.7% |
| 10Y | +240.0% | +257.4% | -17.4% | +142.4% |
| All | +3,812.0% | +6,869.6% | -3,057.6% | +1,283.5% |
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