+1,719.2%
MRK vs PAAS
+923.4%
+795.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.5% |
| 7D | -2.1% | -5.2% | +3.1% | -1.9% |
| 30D | +1.2% | -13.9% | +15.1% | +1.6% |
| 3M | +13.5% | -23.8% | +37.3% | +14.4% |
| 6M | +34.0% | -36.4% | +70.4% | +35.7% |
| YTD | +42.7% | -23.4% | +66.1% | +43.3% |
| 1Y | +66.6% | +5.6% | +60.9% | +65.5% |
| 3Y | +59.1% | +209.7% | -150.6% | +51.3% |
| 5Y | +104.1% | +55.6% | +48.6% | +97.4% |
| 10Y | +227.3% | +212.2% | +15.1% | +203.6% |
| All | +1,719.2% | +923.4% | +795.8% | +1,677.9% |
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