+37,360.5%
ADI vs MRK
+3,807.5%
+33,553.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | +2.6% | -2.7% | +5.3% | +3.5% |
| 30D | -4.6% | +12.7% | -17.3% | -8.4% |
| 3M | -9.5% | +24.2% | -33.7% | -16.1% |
| 6M | +14.8% | +27.8% | -13.0% | +5.4% |
| YTD | +35.8% | +42.2% | -6.4% | +20.5% |
| 1Y | +48.9% | +80.2% | -31.3% | +22.3% |
| 3Y | +115.6% | +48.4% | +67.2% | +84.9% |
| 5Y | +135.1% | +133.6% | +1.5% | +71.2% |
| 10Y | +636.4% | +236.2% | +400.2% | +375.7% |
| All | +37,360.5% | +3,807.5% | +33,553.0% | +8,708.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling