+224.4%
MRK vs ADP
+286.3%
-61.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.8% |
| 7D | -4.3% | -2.8% | -1.5% | -3.5% |
| 30D | +8.3% | +0.2% | +8.0% | +8.2% |
| 3M | +20.0% | +20.5% | -0.4% | +13.1% |
| 6M | +25.7% | +28.8% | -3.1% | +15.4% |
| YTD | +38.7% | +6.6% | +32.1% | +35.1% |
| 1Y | +74.7% | -6.9% | +81.6% | +77.9% |
| 3Y | +45.4% | +16.1% | +29.2% | +35.9% |
| 5Y | +129.0% | +49.3% | +79.7% | +90.4% |
| All | +224.4% | +286.3% | -61.9% | +99.1% |
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