+247.5%
MRK vs DOC
+15.7%
+231.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | -1.9% | +6.5% | -8.3% | -3.3% |
| 30D | +2.8% | +9.2% | -6.4% | +0.6% |
| 3M | +15.0% | -2.5% | +17.5% | +15.6% |
| 6M | +30.9% | +7.1% | +23.8% | +28.7% |
| YTD | +42.3% | +33.0% | +9.3% | +32.2% |
| 1Y | +76.1% | +23.3% | +52.8% | +66.6% |
| 3Y | +54.1% | +44.9% | +9.2% | +39.2% |
| 5Y | +109.5% | -21.6% | +131.1% | +116.6% |
| All | +247.5% | +15.7% | +231.8% | +219.7% |
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