+3,767.8%
MRK vs ADP
+12,480.3%
-8,712.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.3% |
| 7D | +0.7% | +2.2% | -1.5% | -0.1% |
| 30D | +0.3% | +10.6% | -10.3% | -3.3% |
| 3M | +9.7% | +12.9% | -3.3% | +4.9% |
| 6M | +32.0% | +50.6% | -18.7% | +13.5% |
| YTD | +43.3% | +23.2% | +20.1% | +31.2% |
| 1Y | +63.7% | +25.3% | +38.4% | +49.0% |
| 3Y | +58.0% | +47.1% | +10.9% | +34.4% |
| 5Y | +105.0% | +50.1% | +54.9% | +69.1% |
| 10Y | +228.6% | +323.6% | -95.0% | +77.6% |
| All | +3,767.8% | +12,480.3% | -8,712.4% | +518.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling