+229.3%
MRK vs PAAS
+187.5%
+41.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.8% | +5.4% | -0.3% |
| 7D | +2.3% | +4.2% | -1.8% | +2.2% |
| 30D | +1.7% | -13.8% | +15.5% | +2.1% |
| 3M | +13.8% | -22.7% | +36.5% | +14.5% |
| 6M | +34.7% | -32.1% | +66.8% | +35.9% |
| YTD | +43.6% | -22.3% | +65.8% | +44.1% |
| 1Y | +75.7% | +7.7% | +68.0% | +74.7% |
| 3Y | +60.0% | +214.0% | -154.0% | +52.5% |
| 5Y | +105.4% | +63.2% | +42.1% | +98.8% |
| All | +229.3% | +187.5% | +41.8% | +215.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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