+84.6%
MRK vs ADP
+20.3%
+64.2%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.5% | +1.4% | +3.7% |
| 7D | +6.7% | +6.4% | +0.3% | +6.2% |
| 30D | +7.8% | +16.6% | -8.9% | +6.6% |
| 3M | +18.2% | +12.9% | +5.3% | +17.1% |
| 6M | +34.7% | +45.7% | -11.0% | +34.5% |
| YTD | +45.8% | +20.6% | +25.1% | +53.6% |
| 1Y | +84.6% | +20.5% | +64.1% | +94.4% |
| All | +84.6% | +20.3% | +64.2% | +94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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