+3,812.0%
MRK vs ADP
+11,097.1%
-7,285.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.6% |
| 7D | +1.3% | -3.4% | +4.8% | +2.6% |
| 30D | +17.1% | +2.8% | +14.4% | +16.0% |
| 3M | +25.9% | +20.9% | +5.0% | +17.4% |
| 6M | +26.8% | +29.9% | -3.1% | +14.5% |
| YTD | +44.9% | +9.6% | +35.3% | +38.5% |
| 1Y | +84.8% | -5.3% | +90.1% | +86.0% |
| 3Y | +50.1% | +16.5% | +33.6% | +38.6% |
| 5Y | +127.4% | +49.4% | +78.0% | +87.6% |
| 10Y | +240.0% | +282.2% | -42.2% | +90.7% |
| All | +3,812.0% | +11,097.1% | -7,285.1% | +552.8% |
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