+1,738.8%
MRK vs PAAS
+1,002.0%
+736.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.5% | +1.3% |
| 7D | +0.3% | +8.8% | -8.6% | 0.0% |
| 30D | +2.2% | -8.5% | +10.6% | +2.4% |
| 3M | +16.4% | -17.0% | +33.4% | +17.0% |
| 6M | +35.3% | -27.9% | +63.2% | +36.5% |
| YTD | +44.2% | -17.5% | +61.7% | +44.5% |
| 1Y | +77.5% | +22.8% | +54.6% | +75.5% |
| 3Y | +59.2% | +224.2% | -165.0% | +51.2% |
| 5Y | +109.6% | +73.6% | +35.9% | +101.9% |
| 10Y | +229.6% | +186.4% | +43.3% | +206.6% |
| All | +1,738.8% | +1,002.0% | +736.8% | +1,692.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling