+63.7%
MRK vs ADM
+29.6%
+34.1%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.2% | +0.3% |
| 7D | +0.7% | +4.2% | -3.5% | +0.3% |
| 30D | +0.3% | -12.8% | +13.1% | +1.3% |
| 3M | +9.7% | -8.5% | +18.1% | +10.1% |
| 6M | +32.0% | -10.9% | +42.9% | +32.8% |
| YTD | +43.3% | +29.4% | +13.9% | +24.5% |
| 1Y | +63.7% | +27.5% | +36.1% | +43.4% |
| All | +63.7% | +29.6% | +34.1% | +43.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling