+3,812.0%
MRK vs ADM
+1,908.9%
+1,903.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | +1.3% | +3.8% | -2.4% | +0.5% |
| 30D | +17.1% | +9.8% | +7.4% | +14.5% |
| 3M | +25.9% | +2.1% | +23.8% | +24.9% |
| 6M | +26.8% | +27.5% | -0.7% | +19.0% |
| YTD | +44.9% | +50.2% | -5.3% | +30.7% |
| 1Y | +84.8% | +40.6% | +44.2% | +69.1% |
| 3Y | +50.1% | +17.2% | +32.9% | +40.4% |
| 5Y | +127.4% | +61.9% | +65.5% | +93.2% |
| 10Y | +240.0% | +159.3% | +80.7% | +151.0% |
| All | +3,812.0% | +1,908.9% | +1,903.1% | +1,426.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling