+135.1%
MRK vs ADP
+45.4%
+89.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.2% | -0.6% |
| 7D | -0.9% | -5.5% | +4.5% | 0.0% |
| 30D | +15.5% | -1.2% | +16.7% | +15.7% |
| 3M | +25.1% | +17.9% | +7.2% | +21.7% |
| 6M | +30.1% | +20.3% | +9.8% | +26.1% |
| YTD | +43.1% | +5.8% | +37.3% | +42.4% |
| 1Y | +82.5% | -7.7% | +90.2% | +86.6% |
| 3Y | +49.3% | +14.7% | +34.6% | +46.3% |
| All | +135.1% | +45.4% | +89.7% | +111.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling