+3,746.6%
MRK vs ADP
+12,398.7%
-8,652.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | 0.0% | +0.3% | -0.2% | -0.1% |
| 30D | +3.5% | +11.6% | -8.1% | -0.5% |
| 3M | +11.2% | +15.1% | -3.9% | +5.7% |
| 6M | +32.5% | +46.0% | -13.5% | +15.2% |
| YTD | +42.5% | +22.4% | +20.1% | +30.8% |
| 1Y | +65.4% | +24.5% | +40.9% | +50.9% |
| 3Y | +58.8% | +44.8% | +14.0% | +35.9% |
| 5Y | +103.9% | +49.1% | +54.8% | +68.5% |
| 10Y | +226.8% | +320.9% | -94.1% | +77.1% |
| All | +3,746.6% | +12,398.7% | -8,652.1% | +516.2% |
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