+226.2%
MRK vs ADM
+178.5%
+47.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.0% |
| 7D | -5.0% | +3.0% | -8.0% | -5.7% |
| 30D | +11.0% | +8.7% | +2.3% | +8.7% |
| 3M | +22.4% | +7.6% | +14.8% | +20.0% |
| 6M | +25.4% | +26.9% | -1.5% | +17.8% |
| YTD | +39.5% | +54.3% | -14.8% | +24.8% |
| 1Y | +78.0% | +45.7% | +32.3% | +61.2% |
| 3Y | +45.5% | +21.9% | +23.6% | +34.7% |
| 5Y | +130.3% | +67.2% | +63.1% | +88.3% |
| All | +226.2% | +178.5% | +47.7% | +113.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 10y: compounded portfolio wealth divided by compounded ADM 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…
10y analysis · Full analysis span regression · 6 months rolling