+230.8%
MRK vs ADP
+322.2%
-91.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | +0.7% | +2.2% | -1.5% | 0.0% |
| 30D | +0.3% | +10.6% | -10.3% | -2.9% |
| 3M | +9.7% | +12.9% | -3.3% | +5.5% |
| 6M | +32.0% | +50.6% | -18.7% | +15.7% |
| YTD | +43.3% | +23.2% | +20.1% | +33.3% |
| 1Y | +63.7% | +25.3% | +38.4% | +51.4% |
| 3Y | +58.0% | +47.1% | +10.9% | +37.1% |
| 5Y | +105.0% | +50.1% | +54.9% | +72.5% |
| All | +230.8% | +322.2% | -91.4% | +100.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling