+230.8%
MRK vs DOC
+21.2%
+209.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.7% | +0.6% |
| 7D | +0.7% | -0.9% | +1.6% | +0.9% |
| 30D | +0.3% | +7.7% | -7.5% | -1.6% |
| 3M | +9.7% | -2.0% | +11.7% | +10.2% |
| 6M | +32.0% | +5.9% | +26.1% | +30.1% |
| YTD | +43.3% | +31.8% | +11.4% | +33.2% |
| 1Y | +63.7% | +22.5% | +41.1% | +54.9% |
| 3Y | +58.0% | +54.7% | +3.3% | +40.2% |
| 5Y | +105.0% | -21.3% | +126.3% | +112.0% |
| All | +230.8% | +21.2% | +209.6% | +201.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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