+19.4%
MRSH vs CCEP
+105.7%
-86.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | -5.9% | -5.7% | -0.2% | -4.1% |
| 30D | -7.3% | -3.4% | -3.9% | -6.3% |
| 3M | +6.7% | +5.5% | +1.2% | +4.9% |
| 6M | +3.0% | +2.2% | +0.8% | +2.0% |
| YTD | -2.9% | +14.6% | -17.6% | -7.7% |
| 1Y | -9.0% | +18.9% | -27.9% | -14.6% |
| 3Y | -4.3% | +82.6% | -86.9% | -23.8% |
| 5Y | +19.4% | +107.0% | -87.5% | -10.7% |
| All | +19.4% | +105.7% | -86.2% | -10.7% |
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