+3,746.6%
MRK vs ADM
+1,585.0%
+2,161.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | 0.0% | +0.7% | -0.7% | -0.2% |
| 30D | +3.5% | -14.7% | +18.2% | +7.3% |
| 3M | +11.2% | -10.4% | +21.6% | +13.7% |
| 6M | +32.5% | -10.9% | +43.4% | +35.3% |
| YTD | +42.5% | +26.0% | +16.5% | +33.6% |
| 1Y | +65.4% | +26.5% | +38.9% | +55.0% |
| 3Y | +58.8% | +8.2% | +50.6% | +50.9% |
| 5Y | +103.9% | +24.0% | +79.9% | +84.2% |
| 10Y | +226.8% | +128.4% | +98.4% | +148.5% |
| All | +3,746.6% | +1,585.0% | +2,161.6% | +1,459.8% |
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