+46.1%
MRK vs PYPL
-12.7%
+58.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.1% | -2.1% |
| 7D | -5.0% | -5.9% | +0.9% | -4.6% |
| 30D | +11.0% | -9.4% | +20.4% | +11.7% |
| 3M | +22.4% | +31.3% | -8.9% | +20.2% |
| 6M | +25.4% | +19.1% | +6.3% | +23.7% |
| YTD | +39.5% | -7.9% | +47.4% | +39.9% |
| 1Y | +78.0% | -17.9% | +95.8% | +79.7% |
| All | +46.1% | -12.7% | +58.8% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 3y: compounded portfolio wealth divided by compounded PYPL 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…
3y analysis · Full analysis span regression · 6 months rolling