+280.6%
MRK vs PYPL
+57.7%
+222.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.3% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | +0.3% | +5.7% | -5.4% | -0.4% |
| 3M | +9.7% | -1.9% | +11.6% | +9.7% |
| 6M | +32.0% | +31.8% | +0.1% | +27.1% |
| YTD | +43.3% | +2.4% | +40.8% | +41.5% |
| 1Y | +63.7% | -8.2% | +71.9% | +63.9% |
| 3Y | +58.0% | +10.2% | +47.8% | +52.1% |
| 5Y | +105.0% | -71.2% | +176.2% | +137.5% |
| 10Y | +228.6% | +49.6% | +179.1% | +142.9% |
| All | +280.6% | +57.7% | +222.8% | +170.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling