+123.4%
ADI vs MRK
+44.4%
+79.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.4% | +4.9% |
| 7D | +4.6% | -4.3% | +8.8% | +5.3% |
| 30D | -1.2% | +8.3% | -9.5% | -2.7% |
| 3M | -7.8% | +20.0% | -27.9% | -11.3% |
| 6M | +19.3% | +25.7% | -6.3% | +13.4% |
| YTD | +40.9% | +38.7% | +2.2% | +30.9% |
| 1Y | +54.5% | +74.7% | -20.2% | +36.6% |
| 3Y | +123.4% | +45.4% | +78.1% | +102.6% |
| All | +123.4% | +44.4% | +79.0% | +102.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK 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 MRK 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