+65.4%
MRK vs DOC
+20.8%
+44.6%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.2% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | +3.5% | +6.6% | -3.1% | +1.9% |
| 3M | +11.2% | -1.1% | +12.3% | +11.5% |
| 6M | +32.5% | +4.8% | +27.7% | +31.6% |
| YTD | +42.5% | +32.1% | +10.4% | +32.7% |
| 1Y | +65.4% | +21.9% | +43.5% | +63.3% |
| All | +65.4% | +20.8% | +44.6% | +63.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling