+49.0%
MRK vs ADM
+20.9%
+28.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.1% | -1.0% |
| 7D | -2.7% | +1.4% | -4.1% | -2.9% |
| 30D | +12.7% | +8.2% | +4.5% | +11.2% |
| 3M | +24.2% | +8.7% | +15.5% | +22.4% |
| 6M | +27.8% | +29.1% | -1.3% | +21.9% |
| YTD | +42.2% | +53.7% | -11.4% | +31.2% |
| 1Y | +80.2% | +43.2% | +37.0% | +68.0% |
| All | +49.0% | +20.9% | +28.0% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling